Obviously this only works on domestic flights but the airline will not lose your luggage if they know they are dealing with a legally declared gun. If they do, they get sued by the ATF. Your luggage will be given first priority if you just throw a shitty cheap gun from Walmart in there.
Hm pondering my political history and the websites I've frequented I think I'll not do that, but cool life tip if you're 100% certain you've covered your tracks.