There is a persistent myth that U.S. airlines do not allow passengers to put ammo in their gun cases. That is WRONG for every U.S. airline I have looked at over the past few years. Every U.S. airline I have looked at allows ammo in the gun case, per TSA's policy.
It is good practice to NOT believe what someone tells you in person or on the Internet regarding airline policies on firearms and ammo. I think it is worth spending the five minutes (actually less than that) to do my own research on the airline's website so I KNOW what the airline requires and allows. I recognize that all bets are off when dealing with personnel in "developing" countries, and local knowledge has some benefits there. However, for the developed world ("first world" nations as opposed to "third world" nations), an airline's policies and the laws of the country through which one is traveling should be readily available on the Internet.
Here are a couple examples on Jan 24, 2011, from airlines that I might use:
From Southwest Airline's website:
Southwest's firearm and ammo policy quote:
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The ammunition may be placed in the same container as the firearm and must be securely packed in cardboard (fiber), wood, or metal boxes, or other packaging specifically designed to carry small amounts of ammunition.
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From Continental's website:
Continental's policy on firearms and ammo quote:
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No more than 11 pounds of ammunition may be carried. The ammunition may be packed in the same container as the firearm or in a separate container. Ammunition must be packed in the manufacturer's original package or securely packed in fiber, wood or metal containers. The ammunition inside the container must be protected against shock and secured against movement. The ammunition may be packed in the same container as the firearm or in a separate container.
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The question was regarding specifically South African Airways.
South African Airways requires your ammo to be in a seperate locked container in checked baggage.
1. SAA CARRIAGE OF FIREARMS AND AMMUNITION
Domestic (within and from the Republic of South Africa)
Departure (Inclusive of International departures)
Firearms may NOT be packed inside checked luggage and must therefore be packed in
an appropriate lockable firearm container or case, separate from checked luggage.
Ammunition must be separated from weapons and may be packed within checked
luggage, but must be properly secured in an ammunition case or solid box. No
ammunition may be packed loosely in checked baggage or within the same case as
firearms.
We strongly recommend that ammunition be packed in lockable cases, which can be
handed in as loose items at the firearm counters to avoid possible delays during
checked baggage screening.