-----While it is legal to have a gun and ammunition in your checked bags, it is illegal to pack primers or percussion caps.---------
I did some checking on this last year when I was forced by circumstances to catch a flight.
Depends on the airline, and there are a lot of damned hoops to go through, but you can carry locked-down weapons in your checked baggage, and also properly tagged and packaged ammo in small quantities. At least so I was told by a Delta airline official who dealt specifically with these kinds of questions.
Surprised the heck out of me.