Actually, even in this country, you can get into a whole heap of trouble if you carry prescription meds in something other than the container the pharmacy dispensed them in--with your name, Dr.'s name, etc. clearly printed on the label. Especially if those meds are scheduled drugs, LEOs tend to get pretty interested in you if you carry them in your wallet or backpocket.
In the case of prescription meds that your doc may have given you in his/her office--say samples the drug reps left--it's a good idea for the doc to write a prescription to accompany the drugs.