They seem to have been from Oklahoma.
But (per the FIRST sentence of the article) they were in Missouri.
I referred to the Missouri open-carry statute that I looked up, which does not seem to mention any special out-of-state exclusions to its basic open-carry principles.
I'm not a lawyer, nor am I one who open carries in public. In addition I live in a place where law enforcement officers are almost universally public servants, first and foremost.
But I think it is a grave mistake to assume that one must look to the government for permission to assemble, walk the streets, worship, bear arms and so on.
The Constitution tells us specifically what the government cannot demand of us; further it tells us that what it does not mention is left for us freely to decide.
I am stunned when I see conservatives passively accepting the premise that we must be "permitted" or "licensed" or given some special nod in order to live our lives.
Missouri can “stop and ID” ...
Stop and identify statutes
http://en.wikipedia.org/wiki/Stop_and_identify_statutes
In Missouri, open carry can be modified by local ordinances. So all across the state of Missouri, you can have additional local ordinances that you must also be aware of.