PS: Without showing the proof of your income or withholding to process through any of the legal documents in the United States would be considered money laudering. So, don't try to avoid those steps or you'll be screwed up big time. The US government wants to make sure that money is for legal purposes. As soon as you get money through bank wire transfer, bank reports to IRS.  Just wanted to tell you ahead. Like I wrote before, they just want to make sure it's not being used for illicit purposes and if you are planning to open a business or investment, you know the rule. pay tax and all that stuffs. 

Bitter truth is absolutely correct. The two agencies concerned with this transactions are IRS and US Customs. Just because you are brining money does not mean that you would have to pay taxes on that. There are several ways of doing that. It would depend on your residency status in the US, the source of income. Bank transfers will take care of the Customs (You do not have to fill out the paperwork, they will do it for you). And, IRS only cares if the money is taxable, so they can collect their taxes. Now the question is, is it taxable?