I do it a lot by UPS. The US mail is illegal, but I've recieved it that way from auction sellers. That's because they ask if there's anything ...potentially dangerous?...but don't ask you to declare what's inside.

Those UPS "stores" won't even take barrels from me, but a bonafide UPS counter won't blink. Just tell them right up front that it's small arms ammunition, they'll provide an ORM_D label.