Ok, RN rather than aviation related (although it does have a bit of aviation content), told to me by a mate who was an ex-Killick stoker.
Anyway his frigate was on a visit to the USA. After the ship had docked they needed to go to the bank to get some cash, to pay the crew. Quite a lot of cash in fact - 250k or so, lots back then in the late 70s. So the captains secretary phones up the local police to ask for an escort, "can't help you buddy, very busy day but where you're going be careful, it's bad there".
So arrangements were made for an armed guard, and off they set in the ships hire car. Very shortly after the secretary walked into the bank flanked by a couple of sailors carrying sten guns the local police did find cars to check out the 'robbery occurring'. Apparently though they never checked the car so the CPO sat quietly in the back with a bren gun on his lap went unnoticed.
(The story did include the ships Lynx with the required missiles following the car to the bank, 'just in case', but I don't think that was true. Honest I don't).