Sometimes U.S. Customs asks to see proof of firearms ownership when returning from other countries, but it doesn't necessarily have to be a 4457. A U.S. sales receipt for the firearm also works, or even the Canadian import form.
It also depends on what else you're bringing back. I've hunted in Canada at least 15 times, and when bringing game back the U.S. side has rarely been interested in the firearms. Instead they want to inspect the meat and its export form.
A lot of it depends on the individuals at the port of entry. Was once held up at a little tiny border crossing between Alberta and Montana by a jerk of a U.S. Customs agent who couldn't believe Alberta had higher limits on waterfowl than the U.S.--or that my wife actually hunted too. Eventually the other agents at the crossing helped straightened him out--but we also had plenty of documentation, which counts for a lot when crossing international borders.
