Ammunition and components of Ammunition
To import ammunition and components of ammunition into Australia, importers must obtain prior to importation, one of the following:

written certification from the police firearms or weapons registry in their state or territory
written permission to import from the Department of Home Affairs (small and large calibre).
Ammunition for use with firearms, also known as rounds, bullets, and cartridges, is controlled under the Regulations. This includes ammunition for paintball markers, soft air (BB) pellets as well as ball or shot projectiles for muzzle-loading firearms.

Components of ammunition include projectiles, cartridge casings, whether new or spent, and primers designed or adapted for use in ammunition are also controlled under the Regulations.

I got this off of the Australian web site

I did not find any restrictions for import in to the US but with the gobbly gook way they write the laws it is anybodys guess.