Juan the Smuggler
"Sand," answered Juan.
The guard says, "We'll just see about that. Get off the bike."
The guard takes the bags and rips them apart; he empties them out and finds nothing in them but sand. He detains Juan overnight and has the sand analyzed, only to discover that there is nothing but pure sand in the bags. The guard releases Juan, puts the sand into new bags, lifts them onto the man's shoulders and lets him cross the border.
A week later, the same thing happens. The guard asks, "What have you got this time?"
"Sand," says Juan.
Once again, the guard does his thorough examination and discovers that the bags contain nothing but sand. So, he gives the sand back to Juan, and Juan crosses the border on his bicycle.
This sequence of events repeats almost every day for about three years. Then one day, Juan doesn't show up. However, about two weeks later, the guard spots Juan in a local cantina in Mexico.
"Hey, bud," the guard says, "I haven't seen you around for a while.... where have you been?" "Oh, I quit my job," says Juan. "I'm taking a months vacation before I start a new job."
"Juan, even though I've never found anything illegal on you, my 'gut' tells me you've been smuggling something. So, now that you've quit your job, just between you and me, what were you smuggling?"
"Bicycles," Juan says.