I had a run-in with US customs a few years ago, where they got mad at me for trying to bring too many Magic cards across the border, and turned me back. (Turns out it's legal to ship low-value items via Canada Post from Canada to the US without paying any customs, but if you instead try to drive those packages across the border and ship them via USPS, that's somehow now a problem.)
For more than a year after that, they'd pull me for a search every time I crossed, though they'd always eventually let me though. Lately they've finally relaxed and don't search me anymore.
I also had a different run-in when a friend asked me to bring a bunch of liquor from the UK to the US, and customs didn't like that either. (They let me through that time though.)
Canada customs has been nicer, though they've gotten grumpy at me telling them I live in Canada after having presented a US passport.
I'm a citizen of both countries, which I think means that they can't deny me entry, but they can deny my belongings, which is effectively the same thing when I'm unwilling to throw them out. This market resolves based on whether I'm told anything like "you and this collection of items may not enter", even if I'd be allowed to enter if I got rid of some of those items.
This does not apply to stuff like TSA making me throw out a stick of butter; it's only about customs.
I have no plans to bring anything particularly weird across a border, but I likely will continue to tempt fate with large quantities of valuable Magic cards.
I won't bet in this market.
@RobertCousineau Right now not many; maybe once a month on average. I don't foresee that significantly changing before market close.