I read somewhere on the Web that, while firearms nearly always come under an umbrella of Federal regulations, which supercede all local regulations, there are no such rules for knives.

Knife laws vary by state, county, township, municipality, city, and village. What's legal in one place can be illegal in the adjoining locale. It's a bewildering spiderweb of conflicting laws that no one is interested in untangling.

You are more or less safe, depending on whether you do something to get the law looking in your direction. And if you are unfortunate enough to be called in to assist the police in their inquiries, then that patchwork quilt of knife laws will be used -- and not in your favor, either.