There are five game stores in Madison, Wisconsin and only one of them was participating in Free RPG Day.
That store wasn't carrying the Lamentations of the Flame Princess Free RPG because "This is a family store. We don't carry R-rated games like that."
This same store seems to carry all things Call of Cthulhu, Game of Thrones, and Warhammer. You don't get much more R-rated than those three.
Update: Two of my friends found a copy for me at a Chicago gaming convention. After flipping through it, I only found one picture that could be construed as objectionable material and it's way in the back, and some of my old White Wolf books have similar pictures in them. Remember kids! Lame excuses do not win you customers.