It's interesting to note that nitroglycerin is NOT on the TSA's list of forbiddens:

Explosive Materials Carry-on? Checked?
Blasting Caps NO NO
Dynamite NO NO
Fireworks NO NO
Flares (in any form) NO NO
Hand Grenades NO NO
Plastic Explosives NO NO

http://www.tsa.gov/traveler-informat...ibited-items#9