My hand knotted "Persian" rugs have always been shipped wrapped up in Saran type clear plastic wrap. They are rolled tightly first. Some, my best and biggest one (10 x 14), came folded in half, then rolled, then saran wrapped up. It came via UPS. It was not damaged in any way. It had a small crease mark for a while, but the wool did bounce back.
That's different than bringing one as luggage, of course. If it seems too awkward to carry one like that, perhaps you could buy a cardboard box.