If you are an adult and it is not a part of your profession (minor league/major league ballplayer) you really don't need one. There's nothing in the Constitution about "Right to carry baseball bats".
If you are a child in school or little league, the appropriate authorities can get the clearance to buy baseball bats (after receiving proper training). You children should join licensed ball leagues (after they have gone through background checks).
Too often we hear about a mob in the street that assault a person who is in the wrong place at the wrong time. Gangs can kill with a baseball bat (and perps have been as young as 9 years old!!!).