I flew to OK D-Day several times and never had a problem crossing the border or boarding the plane. Make sure any tanks you have are empty (Show 0 on the gauge and be able to push the pin in by hand) and notify security that you've got paintball markers.
Alternately, Peggy at the Bunker runs a really good ship in/ship out service for people travelling to the game from a ways away. You can mail the gun to the field, and they're help you with mailing it back home afterwards. A lot of the Aussie and Canadian members of the CEF did that back in the day, or bought a ****load of stuff before the game and mailed it to the field for cheap.