It is very illegal in the district. It's also illegal in Maryland. You're good to go in Virginia though (but check local laws). If you're flying, I wouldn't even chance taking your gun. They've been known to throw folks in jail and throw away the key just for trying to check a gun at the airport if they know you've been in or through the district. I've been to D.C. a dozen or so times in the last few years - it's the only place I've felt absolutely threatened, afraid, and helpless to defend myself. I almost always stay in Virginia just to make sure my money doesn't go to the district, but I've never dared take my gun with me.