Take a gun with you. Seriously. [1] If you check a firearm (whether a "real" gun like a 9mm or a flare pistol), you have to check your bags. The interesting point is that once you do this, you are required to use a lock the TSA does not have a key for. There is also an increased standard of accountability & custody, as your bag will only be moved by a supervisor.
I realize this is a duplicate of what someone else posted above [1], but:
Be very careful that it is legal to carry/transport/own/etc that firearm at your destination!
For example, New York. Don't bring one there. (I appreciate the tips from other HNers in that regard, I had no idea.) I'm not sure exactly what it is that is illegal in NY, in fact -- is it specifically airport related, or is it general ownership/carry/transport?
It's possession of a pistol without an NYC pistol permit (costs about $340, takes quite an effort to acquire, etc).
Theoretically there is a federal protection for possessing an unloaded weapon locked in a case (with the ammunition in a separate locked case), provided that you are simply passing through a place where it would be illegal (e.g. flying from Seattle through NYC to Vermont, for instance) but the local respect for that protection may vary. New Jersey, for instance, completely ignores it (you will get arrested and charged, but that works as a defense to the charge).
"[...] an NYC pistol permit [which] takes quite an effort to acquire"
As in, you won't get one without political pull. There are 50-60 thousand currently outstanding, in a city of 8 million. Long gun possession licenses are similarly restricted, or at least roughly as rare.
The Firearms Owner's Protection Act of '86 protections for interstate travel are pretty much written with car travel in mind, and you can't really observe all of them while carrying guns in luggage. And it was always an affirmative defense (something you could only bring up while at court), but indeed New Jersey was particularly obnoxious about it.
General ownership without a permit, at least for handguns, all for NYC. Also true in Illinois and Massachusetts, perhaps elsewhere. New Jersey's firearms legal regime (e.g. if you're diverted to Newark) is extremely dangerous, basically everything is illegal unless you manage to stay inside the complicated, enumerated exceptions.
And there's a big problem if there's any chance your plane will be diverted to "denied territory" as I like to call it: if the system doesn't put your bags in another plane but demands you take possession of them until you can get a flight or whatever, you're screwed if you have to continue by plane. When you go to the counter to check in again, and declare your gun(s), surprise! you aren't legally possessing them. I don't see much choice but to never take possession, or use some less searched method of ground or rail transportation to get back to the real USA while crossing your fingers.
Every minute your checked bag is handled by the TSA there is record of it, hence the time stamps on the notice of inspection. When you call that number, they can request the footage and see whether or not anyone in the TSA did in fact steal from your bag.
Of course, the baggage handlers in the airlines along with your fellow passengers at the baggage claim are not as well documented.
