US Customs looks the other way unless you have more than one copy of a given title. If you have multiples of a given title, Customs assumes you are a dealer and will likely confiscate them. I have brought back plenty of pirated DVDs from Viet Nam and China with no problems at all (always declared them).
If you look at the CBP website I think you will find their policy (illegal but ok if you only have one of each) documented. At least it used to be there.