This is 100% hypothetical!
If somebody in the USA ships DVDs with pirated movies on them to some country overseas, for example the UK, could the recipient or the sender get into trouble by whoever it is that checks parcels?
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If you bring goods suspected of infringing intellectual property rights (eg ‘pirate’ copies of movies or music) they may be seized and you could be prosecuted.
Note that there is a lot of variation from one country to another in terms of enforcement of copyright and other IP. In some countries, this is solely a civil matter (i.e. only the rights holders can make a claim against you), while in others it is (also) a criminal matter (i.e. you can be fined and/or imprisoned). In others still, it is usually a civil matter, but there is criminal enforcement for some cases (for instance larger operations).
In the UK, customs are able to seize the suspected fraudulent goods and notify the rights holders, which can then decide to pursue the claim.
More details are available here: https://www.gov.uk/guidance/customs-seizures-and-penalties#protecting-intellectual-property-rights