From my limited undestanding. Must follow the state's law, but can pocess firearms
In Smokies in TN - must have permit to open or concealed carry
In NC Smokies- permit for concealed, and open carry is legal.
Normally I wouldn't chime in, but want to answer the question, and Surfdog had pre 2009 data.
http://www.nps.gov/grsm/parkmgmt/lawsandpolicies.htm