You try to figure out which weapons you can sneak into Casinos and look up to wiki. Nevertheless you can't sneak some weapons in the game. You get pissed and end up only using "pea shotters." That day is over now.

I thought there was a mod like this, but turned out there wasn't. So I made this simple mod.
This mod add following list of weapons to holdout wepon list. The following list of the weapons is from Fallout wiki at Wikia. (http://fallout.wikia.com/wiki/Holdout_weapons)

Holdout Weapons

Brass knuckles  
Cosmic knife
Cosmic knife clean
Cosmic knife super-heated
Figaro
Knife
Li'l Devil
Love and Hate
MFC grenade
Nuka-grenade
Police pistol 
Silenced .22 pistol
Spiked knuckles
Straight razor
Switchblade
Throwing knife
Tin grenade

Improved Holdout Weapons

.357 magnum revolver
.44 magnum revolver
.45 Auto pistol
.45 Submachine gun
5.56mm pistol
9mm pistol
10mm pistol
A Light Shining in Darkness
Bowie knife
Blood-Nap
C-4 plastic explosive
Chance's knife
Chopper
Cleaver
Combat knife
Compliance Regulator
Corrosive glove
Detonator  C-4
Dr. Klein's glove
Dr. Mobius' glove
Dynamite
Fat mine
Fire bomb
Flare gun
Flash bang
Frag grenade
Greased Lightning
Hatchet
Industrial hand
Laser pistol
Laser pistol (GRA)
Long-fuse dynamite
Loyal's detonator
Lucky
Maria
MF Hyperbreeder Alpha
MFC cluster
Mysterious Magnum
Pew Pew
Plasma grenade
Plasma pistol
Plasma pistol (GRA)
Police baton
Power fist
Power fist (GRA)
Pulse grenade
Ripper
Ripper
Salt-Upon-Wounds' power fist
Saturnite fist
Saturnite fist super-heated
Sawed-off shotgun
Scientist glove
She's Embrace
Sleepytyme
Sonic emitter
Sonic emitter - opera singer
Sonic emitter - revelation
Sonic emitter - robo-scorpion
Sonic emitter - tarantula
Sterilizer glove
The Humble Cudgel
Time bomb, high yield
Tire iron
Two-Step Goodbye
War club
Yao guai gauntlet

I also added .45 Submachine gun on improved holdout weapons because? You can't put away the Chicago typewritter. It's Mafia's pal! Just put it in a violine case or something. They won't notice it. :)

Requriement and compatibility

All DLC(Dead Money, Honest Hearts, Old World Blues, Lonesome Road, Courier's Stash) are required.
As you see in the list, ALL DLC weapons are included.

This mod only alters the "holdout weapon list" item. So it is compatible to all the mods except a mod changes holdout weapon list item. Currently I'm using All those overhaul mods and have no problem.

Installation
just drop it into Steam\Steamapps\Fallout New Vegas\Data and check it on Data Files.