Miss. Code Ann. § 33-1-31

It shall be unlawful for any body of men whatsoever, other than the regularly organized armed militia of this state, the Armed Forces of the United States, and the students of public or of regularly chartered educational institutions where military science is a prescribed part of the course of instruction and color guards or ceremonial firing squads of veterans organizations chartered by acts of congress, to associate themselves together as a military organization for drill or parade in public with firearms in this state, without special license from the Governor for each occasion. Application for such license must be approved by the mayor and board of aldermen or commissioners of the town or city where such organization may propose to parade. Any person or persons participating in such unlawful association shall be guilty of a misdemeanor and on conviction of same shall be punished by imprisonment in the county jail for a term not to exceed six (6) months or by a fine not to exceed Five Hundred Dollars ($500.00) or both fine and imprisonment, at the discretion of the court. The Governor may permit the passage through or the attendance in the state of the organized militia of other states for the purpose of attending joint maneuvers, rifle competitions, or for such other purposes as he may deem proper.