Yes, unfortunately I did have to talk with a New York cop after using an SAK on the subway to trim a fingernail. I was standing on the platform minding my own business and one of the locals asks me if I have a knife with me because he got a complaint. We talked for a while, I showed him my little classic, he asked me not to have it out at the subway any more and I said okay. His attitude indicated he was not real interested with having to do this (I found that quite a few NYC LEOs are not pleased to do much of anything these days beyond their usual routine). After that, I didn't display any knife while going through the subway system, although I did use it occasionally on the NJ Metro commuter train.
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The ultimate result of shielding men from the effects of folly is to fill the world with fools.
-- Herbert Spencer, English Philosopher (1820-1903)