I am the author of the page cited above by gb_in_ga and it expresses a reasoned view of shooting +P loads in a gun not rated for it.
I have the following problems with carrying +P rounds in a 2" revolver:
1. At night, the blast will seriously affect your night vision meaning you
may have problems with target acquisition after the first shot.
2. Indoors, the volume of the blast may cause temporary (sometimes
permanent) hearing impairment.
3. The issue of potential overpenetration is worth giving serious consideration.
But, but, but... What about carrying .357 (in a gun rated for it)?
Same 3 reasons.
But, but, but... What about all them thar other big bore loads?
I have a personal opinion that for civilians (of which I'm one)
it's possible to carry to damned much gun. Just because one
CAN, doesn't mean one HAS TO. Many who speak to CCW and
all the joy and wonder of big bore loads have not carried much.
The bigger the bore, the more brick-like (in terms of weight) a
big gun becomes. It gets old, y'know?
Now, if one is inclined to invest in an appropriately expensive
carry rig, including a belt that will prevent pants around the
ankles in the event running is involved, well, good luck to ya.
But a Model 36 does have its advantages such as ease of
carry in a front pants pocket.
Oh, there is a holster page at:
http://thearmedcitizen.com/gunpages/holsters.htm