http://www.usdoj.gov/dea/pubs/csa/956.htm#aThat's the link, read it, learn it.
Here it is:
"Notwithstanding any exemption under paragraph (1), a United States resident who enters the United States through an international land border with a controlled substance (except a substance in schedule I) for which the individual does not possess a valid prescription issued by a practitioner (as defined in section 802 of this title) in accordance with applicable Federal and State law (or documentation that verifies the issuance of such a prescription to that individual) may not import the controlled substance into the United States in an amount that
exceeds 50 dosage units of the controlled substance."
Paraphrase: As long as you declare that you have it, you can bring back 50ml of steroids in a vial, or up to 50 pills as long as it's all in original sealed packaging. Go read it, read it again, and do so a third time if you want.
I live in Tucson, and I regularly travel to Nogales, Mexico to buy my stuff. The first time I went, I hid it in my cargo shorts and was searched and fined. By law, the agents explained to me the policy on bringing back controlled substances from Mexico or any other country. I went through the turnstyle back into Mexico 1 minute later, bought 5 vials of Test Enthanate, kept them in my hand, declared them when I got to the agent, and was waved on. I've been doing it for a year now.
There is one class of substances, called Schedule 1, that cannot be brought back, but steroids are not on the list.
I'm sure knowing this board people will say "ok officer" or something like that. So instead of telling you my personal experiences, go read it straight from the DEA website on the Controlled SUbstances Act, and see for yourself.
But when you see or hear someone say you can do it, they're not lieing. You simply, as hard as it sounds and as hard as it is to do the first time, show the border agent what you have.
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To answer the next question in your head, yes, steroids are illegal in every state in the country by STATE laws. You can't be randomly stopped or searched. But yes, if you got caught with them somehow, it would be illegal to possess them. It's just not illegal to import them at that quantity. Go read.
http://www.usdoj.gov/dea/pubs/csa/956.htm#a