I wondered what was on the list, and surfed to the TSA's page for "Law Enforcement Officials Traveling Armed."
Our Office of Law Enforcement / Federal Air Marshal Service would like to remind officers and agents not to transport prohibited items through security checkpoints or onboard aircraft while traveling armed. Regulations surrounding prohibited carry-on items such as lighters, stun gun devices, replicas of firearms and knives are covered in the training material, as well as information regarding security checkpoint procedures. Particular attention should be given to the prohibition against carrying hazardous materials, such as pepper spray or mace, in carry-on bags. For more information read our prohibited items section.
So, a gun, but no liquids, lighters, or lip gloss? Does the TSA worry that a <bad guy> will overpower an Air Marshall, steal the aerosol deodorant from his carry-on, and take over the plane?