Something like this DID happen here, but with a different result:
http://www.dailybreeze.com/news/ci_13740480
"Live grenade at gun exchange
From wire reports
Posted: 11/07/2009 09:05:15 PM PST
Inglewood police collected more than 100 guns during the first hour of a Gifts for Guns exchange Saturday, but the bomb squad had to be called out when someone took in a live hand grenade to exchange for a promised $100 gift card.
Police were not expecting the grenade and because officers had promised "no questions asked," no one was charged.
Police asked residents in the future to call ahead if they have any unusual items such as hand grenades or mortars.
More information about the Gifts for Guns program is available at the Inglewood Police Department's Community Affairs Section at 310-412-5530.
- City News Service "
There was a case here in Washington a couple years ago in 04 I think, the wife of a deployed solder was stopped at the Canadian border and they found a couple live grenades

in her mini-van. I'm not sure what the Army did to the soldier

, but I don't think anything happened to his wife. I know the Canadians initially released her.