Actually it is possible legally to purchase amunition in the US with the right paperwork. The Canadian guys in the Cabela's parking lot probably haven't any idea they need an export license or some other type of permit/license. One legal option is to temporarily bring a gun into the US and that requires an ATF Form 6 NIA and any current hunting license in the US. On that form it states how much and what type of amunition you are bringing into the US. You are allowed to replenish that amount while in the US and leave with that amount. The grey area is do you need to replenish with exactly the same type and brand you brought into the US. Arguable I would think.
