This could be a tough one....

First, there may be some US Fish and Wildlife issues, who is to say that your fish isn't a rare and endangered species (even though it may not be).
Start here http://www.fws.gov/le/ImpExp/FactSheetShellFish.htm and contact them.

Second, I don't believe you'll ever get it in the passenger cabin because of the liquid. Even if you did in Thailand, you will have intermediate stops along the way which could be problematic. If your first port of entry to the US is not your final destination, I'll bet TSA catches it when you get rescreened. It could be a sad moment in time saying goodbye to Mr Bubbles at some foreign airport, knowing that he may be the evening's appetizer

Third, there is US Customs, and I have no idea how they would respond.

I'm guessing that your best bet is to contact both the FWS and CBP and get a letter of authorization, (or at least a letter stating you are OK importing it as a pet) if a license isn't required, and then figure out how you can get him in the cargo hold as baggage. Importing of tropical fish by air is a common thing so there is a way of doing it, I'm sure. And who knows, perhaps Thailand has their own rules about export of live fish.....

If you get it here, I'd like to hear the story of how you did it!

DEN