Fortunately you can do that at home. Pretty sure Macon, GA, isn't a top terrorist target, but a gun fetishist can dream.
Slightly more seriously, I have no idea what the gun policies of my local theater are because I am not insane and don't care, but the corollary to that is that if I wanted to "smuggle" in a gun to my local theater I could because nobody is patting me down or running me through a metal detector? And I live in an urban hellhole! Do gun gropers actually have to worry about this stuff?