^ Maybe in the states...In Canada BOTH Air Canada and WestJet require you to declare them when you check in.
They will then look at you like you just told them you are an alien from outer space here to mate with them...
After that they will send you to get the luggage scanned at which point the guys scanning the bags will go "cool" Then you don't have to worry until you pick it up again on the other end.
You cannot however transport compressed air/CO2 so either borrow a tank on the other end OR as others have said, remove the reg...
Also. OP mentioned you have a Scenario marker. To make your life easier, if you can disassemble it so it does not immediately look like a rifle, that makes the process easier because the check in staff don't freak out as bad.
My business card says "You're in luck, I do two things..."