From The Truth About Guns:

Sadly, visitors still face a bit of a minefield. While you can lawfully carry in a national park according to the laws of the state the park is in, “federal facilities” within the parks are still off limits. This basically means any building in which NPS personnel work, so the visitor center, many bathrooms and showers, and even some hotels are off limits. Worse, the National Park Service has stretched the reasonable definition of “building” to include natural structures like the caves at Carlsbad Caverns.