Back in '97 I brought my S&W 686 with me from Germany.
After it underwent a nice tune-up in Springfield I felt the need
to sight it in.
I headed to a Wally World which I won't mention and asked the older
Gentleman in the sporting goods dept. for .357 ammo.
All they had were Federal JHP (which were illegal in Germany at that time)
and I've asked him for 2 boxes.
To close the sale he asked me for my DL. I answered that he likely could't make use of my German DL, so I produced a copy of ATF's faxed permit which
allowed me to import the gun for "factory repair".
He then asked me from where in Germany I was and we found out, that he had been based nearby back in the day and we had a nice chat.
I happily walked away with the ammo and headed to a range nearby to sight it in.
Funny, I had moved the gun through 6 airports and was required to show it twice - to employees of Continental in ORD and Lufthansa in BOS; not once to any offficial.
The lady from Customs at ORD (first point of disembarkation in the U.S.) just
looked at the faxed copy from ATF and wished me a nice stay