First of all it depends very much on the country in question as they have very different Laws regarding this issue and in some countries certain types of weapons are deemed "normal" while others certainly are not. Fx i recall that the Nan books mentioned that in several NAN countries hunting weapons were very easy to bring, while any sort of Automatic or handguns were definitely not. Another example, if you go to La Serenissima then bringing a bladed weapon should be somewhat of a formality, while bringing any sort of firearms would be hard to do.
That being said, if you have a good fake corp ID, preferably from a corp with extraterritoriality and that said ID gives a good reason for why you are bringing these Things, such as a fake ID, which says you Work in corporate security then it becomes much easier to bring weapons with you. In the campaign where i'm a player, globehopping is very much the norm, so what people have done is to make sure that they can bring a few but favorite items with them consistently and then use local ways of supplying the rest. But that has also cost a considerable amount of Nuyen in fake licenses and ID's.
Also landbased entry is often different from airborne entry, so sometimes it can easier to fly to a neighboring country with maybe more lax Laws and then drive up to the border, it takes longer time though.
