Flying in through Heathrow with guns I've also gotten the "are you here to shoot our policemen/children/baby seals" at least two times by UK customs officials -- as I remember by women in turbans or like costume. Not that I've anything against women in turbans.
When that hasn't happened I've been confronted (post 911) at check-in (in US) with comments like "you can't check a gun in on this flight to England" (despite fact that you can and airline was notified in advance). It has been sorted to satisfaction, but only after delays and much stress. (American Airlines, a BA partner, is now refusing to fly guns to the UK.)
It got so bad I simply left a gun in the UK. Much less hassle and I just have a visitor's permit renewed before I go over.
Not everyone can do this, so my advice is to double-ck airline policy on guns, arrive at airport extra early, and have a philosophical attitude about the hassle/hassling.
Then pray your gun arrives ...
