Up to you to decide, but they may trigger a closer inspection if you carry them on cabin luggage. Depending on local policies you may or may not have to take the board out of any bag/box it's in to have it passed separately through the scanner like all electronics.
In any case, no particular regulations apply to an unpowered Arduino AFAIK, so how you carry it is entirely up to you.
I always labeled the container as "Fragile Electronic Components" and never had an issue, whether it was checked or carried on. If it's properly packed, the luggage compartment is perfectly fine.