The impression I have is that in the 40's and 50's the U.S. mail was a little more loose about things like guns and ammo. Many a soldier received a handgun in the mail back then. I would imagine it was the same for ammo.
I ordered some boxes of ammo a few months ago and they were delivered by the mailman. Apparently either the USPS is less squeamish about ammo in the mail when it comes from a commercial outlet, or they'll bend the rules a bit to get the additional revenue.