Thats on a 'need to know basis' list, with very few people having the 'need'....as many have said,it mostly depends on the conversation. If the conversation is about guns, crime, SD etc. and I'm comfortable enough with the surrounding people, then I'll usually answer truthfully.
If I'm not comfortable with them, I'll avoid the question, usually with a question.
Never had it happen, but if a stranger asked me 'out of the blue' I would be very suspicious of that person and tell them "none of your business" as I was putting distance between him/them and I.