In some countries, you would be wrong about your hotel being an extension of your home. Several countries come to mind where search and siezure laws are nearly non-existant. And in many countries, weapons are very controlled. Sue has good advice there. I would also contact 1) Your Lawyer and 2) Your Travel Agent. In that order.

If you are going to a country wear a firearm is legal, you will want to contact the airport security as well as the local sheriff (or equivalent constable, etc.) of your destination(s). I, for one, wouldn't enter another country with a firearm without a reason. Maybe Police or Military would be able to do so, but even then, the local police probably don't appreciate it and won't bend over backwards. If hunting, make sure you have your permits and are clear on any self-defense laws.

You can still help protect your family. There are ways to not be singled out by criminals.
1) Don't flash cash or jewels or valuable equipment.
2) Blend in with the locals as much as is feasible. Learn some of the language too...
3) Walk with confidence.
4) Never let your guard down.
5) Stay in populated areas with plenty of patrols.
6) Stick together as a group (don't let the wife wander off shopping).
7) Carry your cash and I.D. in a neck vault. Keep a little cash and fake/disposable wallet in your pocket in case you are mugged.
8) Swap personal and irreplaceable items like wedding rings and that $4000 Breitling with fakes for the duration.
9) Keep your eyes open for local crafts and gifts that can be converted to a weapon in a hurry, and carried without notice.
10) If going into the back country, hire a reputable guide (via travel agent or hotel concierge). Same rules apply - tell the hotel and park service where you are going, and when you are coming back. Also inform family and friends overseas and give them local emergency contact numbers should you fail to followup within a set time limit.