Count me as one of the unsympathetic folks on this one. This guy is so dumb, he needs to cool his heels in prison for a while. Why the hell:
1) would anyone even think of taking a shotgun along for a vacation in a foreign country, even a country that allowed it?
2) would you believe anything the US Customs official tells you about laws on the other side of the border?
3) would you expect to just be sent back if you're determined to be in possession of contraband?
4) would you not pay attention to the signs like the one below that are ubiquitous near the border?
Took this photo myself in El Paso.
Sorry, this guy was an idiot and our laws don't extend south of the border.