When it comes down to it, if there is a law in your state, county, or city that requires a fishing license, any law enforcement agent / peace officer has the ability to write a citation for not abiding by those laws. In reality, a peace officer of any sort - police, game warden, DNR officer, etc. - can write a citation for violation of any law. A DNR officer could write you a ticket for speeding, even if you aren't in any sort of park.
A couple quick examples explicitly stating police officers can ask for your license are below. As I mentioned above, as long as your state has an item in it's code requiring a license (it does), any peace officer charged with enforcing the state's codes can inspect your license.
New York: http://www.dec.ny.gov/regulations/2442.html