As a traveller, just before going through security you wipe your device and "sell" it to a vendor in exchange for a voucher that will allow you to exchange it back when you land and go through the security at your destination. You take the new device, provision it with your cloud data, and go on your visit; when you go back, you go through this process again, in the other direction.
Lots of problems to be solved with that idea, not the least of which is the business model, but it would allow you to travel without any electronics on your person.
You really want something that looks like an in-use device and gives no hint that you have sensitive files stored anywhere else.
Alternatively keep the main OS on a USB or hard drive, and get that in/out of the country by other means.
There are other options. Generally, carrying obviously visible sensitive files with you in person is not a necessity.