A character with a Lawful alignment follows some sort of code of conduct. For many people, this means that they follow the laws of their land, however most people choose not to follow every law to the letter, and a Lawfully aligned person may sometimes choose not to follow the laws of a foreign power as they do not fit within their own code of conduct.
A paladin, in full plate and riding his horse, is not only going to have his horse saddled, he’s going to need that saddle to keep things comfortable for both him and the horse. If that paladin were to travel to a kingdom ruled by druids, there may be laws against the use of saddles and wearing heavy armor. The paladin may choose to break those laws without risking his alignment because, by his code of conduct, he has done nothing wrong. Making that choice may not save him from reprimand by the ruling power, but that decision alone will not risk his advancement in his chosen class.