I just flew on American on a multi-week, multi-city trip and encountered a few new twists:
1. One gate agent asked me if I had ammo and when I said "Yes", she asked me to show her the ammo. I had it separate from the firearms in a plastic pistol case, but in manufacturer's box, so it wasn't an issue.
2. Another gate agent asked me if I had ammo and when I said "Yes", he asked me if they were reloads. They weren't, but I asked "what if they were?". He said reloads were not allowed.
In all departure cities, they added a red tag to the bag that indicated I had to pick it up at the luggage office. The only arrival city were this happened was in Indianapolis where I had to show ID to claim the bag. In the other arrival cities, the bag, with its red tag, was the on carousel with the rest of the "normal" luggage.