If a cop saw a poorly concealed weapon and he wanted to make sure that the person was carrying "legally," I figure he'd be likely to ask for an ID. I also figure that he'd probably leave you alone after he saw that you had a Wyoming driver's license. The cop could push the issue if the card was recently issued, but I doubt it would get that far.
First, we don't have "cops" here where I live, and the few and far between "officers" of any kind don't stop people at random because they have a bulge in their waistband - or for anything else. They don't walk around on the streets here. In fact, they are seldom seen at all. I think I've seen a handful of traffic stops in the 8 years I've been here. Most on the hwy bypass road. "Speed limit" is too low on that road, but again, you probably have to do something dumb beyond just a few MPH to get any attention.
I carry, mostly openly, and nobody pays any attention. You'd have to do something STUPID, really stupid, to get that kind of attention here. And their first concern would be whatever dangerous, stupid thing you did, not whether you were carrying "legally." Never was much of a "permit" mindset here for CC anyway.
I know it's different other places. But then, that's why I live HERE. 
I'm sure that some places in Wyoming are better than others. Fremont County is the most cop-infested place I've ever been. I was shocked after having lived here a couple of months. City of Lander Police, City of Riverton Police, Fremont County Sheriff, Wyoming Highway Patrol, Bureau of Indian Affairs Police, and Division of Criminal Investigation officers are all found here. I travel just under 30 miles to work each day, and I average passing three cop vehicles
each way. Not even New York, with it's village police, city police, county sheriffs, and state troopers approached that frequency. If I don't see someone pulled over at least once per work day, it is a rare day indeed. Cops are not peace officers in Fremont County, they are "statute enforcement officers."