Depends on how it's shipped.
If it's a regular mail and doesn't have any declaration on it they won't stop it unless it's randomly tagged for opening and inspection.
From
http://www.safetyproductsunlimited.c..._stun_gun.html
*Under the law, Safety Products Unlimited, will not ship to the above mentioned locations. If an order is placed with a restricted address, your purchase price will be refunded.
That's just one company however.