I dont remember where the article is but I have heard of people bringing unclaimed corals and such across the border and getting huge fines + jail time, I believe 2 years and $50,000.00 in one case.
There are others that have been nabbed too. Any coral or anything attached to rock, or clams, or endangered species, needs cities permits.
If the border people are doing their job you will need to show documentation for each animal you have in your possesion, scientific names, quantity, and cost. I know I wouldnt risk it.