Unfortunately, expandable batons, or telescopic or collapsible batons, are illegal in most states. States generally have laws against carrying bludgeons, variously called billies, nightsticks, blackjacks, slungshots, sandbags, saps or sandclubs. An expandable baton is basically a club, or a bludgeon, and, worse, it is a concealed weapon because when closed it can be put in a holster and attached to your belt and hidden under your jacket or shirt. To make matters even worse, it is activated to open up into a weapon which makes it dangerously close to outlawed weapons such as switch-blades and similar to banned weapons hidden in innocuous objects, like cane knives (knives hidden in canes). It is safe to say you are likely to get into legal trouble if you carry an expandable baton.
A decent alternative is the Maglite; a heavy duty metal flashlight about the length of a club, which basically can double as a metal pipe and is weighted well for some serious “clubbing” action. However, you should bear in mind that an object carried for the sole purpose of being used to hurt someone is considered illegal. However, if you carry a Maglite in your car in case you have to change a tire at night or get stuck somewhere where you have to walk to a gas station for gas, or you have one in the home in case the lights go out, then you have a handy improvised weapon if you spontaneously need it when attacked. It would look weird, however, if you were walking around town in broad day-light, carrying a huge Maglite. I imagine it would seem more logical if you were carrying one while taking your kids out trick-or-treating, if anyone still does that when it gets dark anymore.