Another pretty good way to hide a somewhat larger weapon. Take a bat, get your self a bag of some kind, plastic will do just fine. Put something in the bag for weight, both to "simulare" that you have stuff in i... but also for a second reason. Place said baseballbat into the bag, wrap the "mouth" of the bag around the bat, put any remaining amount of bat up into your jackets arm, grab with your hand around the bat so that the bag is held up by your hand. And there you go, a seemingly innocent looking bag with groceries?
But if some fool bothers you just gently loosen your fist around the bag so that the bag drops to the ground, and the bat slides out of your jackets arm at the same time, and when it's gone far enough you tighten your fist and have a bat ready to swing.
Heck you do not really need to let go of the bag at first either if you want to do a surprice attack or something.
This might actually work with something like a shotgun to... especially if it does not have a pistol grip on it. But not as well as with a bat or other simmilar thing. You might need to modify the stock of the weapon as well to fit into your sleave.