If you do want to collect this kind of thing, check the customs website for the latest data sheet, that will tell you who you need to contact in your state (usually the police), what paperwork you need to get from them, what measurements (if any) need to be applied in terms of securing the items in the home (some states are far more strict about this kind of thing than others, despite these only being non firing collectibles), and so on.
Personally I found it all too much of a damn hassle, but once you've jumped through the hoops, all you need to then do is renew the permit/license periodically if you want to keep importing new (restricted) items. Some gun collectibles are
apparently fantasy based enough (i.e. they don't look anything like a real gun) that they can get by customs without restriction or without requiring a license/permit, however these are pretty much all judged case by case, and you are ultimately relying on the decision of the random custom official who happened to get your package to make that call, so it is always best to have the required license/permit paperwork just in case. As, again, many g1 Megatron re-issue importers sadly found out a couple years back.
Also, it is important to note that different types of collectible weapons can require different/seperate licenses/permits to import, for example gun type collectibles versus bladed collectibles, and some bladed stuff you can import without restriction, while other categories are licensed, and some outright banned from import, it's all rather convoluted really. Things also change over time, and from government to government, so best to keep a semi-regular check on these things too, if you do start down that path.
Again, just find the current and appropriate datasheet on the customs website about the type of item you wish to import, and then follow on from there.