I've had CCW/CWP licenses in FL, ME, UT and NV. What I can't do is get a license in my own home state.
Even Utah understands that HI is a "Will Not Issue" state, even though we have a "May Issue" law. Utah requires that you send in a copy of your home state's license when applying for a non-resident UT license if the state issues licenses. UT doesn't require a license from Hawaii residents when applying.
At this point, it's going to take a Supreme Court ruling making "exceptional circumstances" an unlawful requirement to exercise a constitutional right, or for the US Congress to pass a national reciprocity law making licenses from any state valid in all states -- just like driver's licenses, marriage licenses, etc.