Traveling home from Vegas yesterday, went to the Delta counter, filled out the firearms form, and the Delta agent said to wait for 10 minutes and she'd give me the thumbs up when the bag had been cleared. It's a different process than ATL, but I've encountered it before at other airports. I wait, she gives me the thumbs up, and I head to my gate. TSA checkpoint is a bit of a walk from ticketing/bag drop. While going through security, I see my phone ring with a Nevada number, but it's on the conveyor and I can't answer it. On the other side of the checkpoint I retrieve my phone and there's no message, so I proceed toward the gate. Take the tram, get into the terminal and my wife calls and tells me Delta's looking for me - problem with my bag. I call the number that had called me, and it's the agent that checked me in. TSA needs the key for my locked firearm case. What? Why? She tells me TSA needs to "check it". I take the tram and walk all the way back. I ask what the problem is, and the agent doesn't know. Another agent takes the key and disappears for 10 minutes. She comes back, gives me the key, and now there's a cop standing next to her. I'm thinking oh geez, what did I do? I knew I'd cleared it completely and all rounds were in a separate case. I'm wondering, are hollow points illegal in NV? No, I'd checked. I asked her what the problem was, and she tells me she thinks it was a "training exercise" for a new TSA agent. They basically opened the case, relocked it, and gave her the key back. Are you f'ing kidding me? Decided making a scene with a cop right there was probably not a good idea, I tell her I waited for the thumbs up and how inconvenient that was as I was almost all the way to my gate. She apologizes, and really it wasn't Delta's fault. Adding insult to injury, middle seat all the way to ATL. I arrive, go to the special items pickup, and my bag's not there. Go to the carousel, bag's not there. Go back to special items, bag's still not there. By now, it's 30 min since getting off the plane and I'm annoyed and a little concerned my bag has "disappeared". Baggage guy tells me to go back and check the carousel, and finally, bag is there. I've traveled numerous times with my firearm without incident. In fact, for some reason about half the time the agents give me Pre-Check so I can breeze through screening. I guess yesterday was "my day"