Gun stores, sporting goods stores with a hunting dept and yes, even Wal-Mart. You can spend anywhere from $40-$400 for a case.

Ammo can be inside the same case as a weapon, so long as the ammo is packaged separately ie the ammo is in it's original box or securely packed in an ammo case this but NOT THIS. If you use the original box or the first example ammo case, you can place that inside the shotgun case. Most airlines limit ammo to 11 pounds.

Only once have I had an issue with transporting firearms. I, of course, had heavy-duty locks on the case. No, they weren't the TSA-style locks. The airline TA had an issue with it but I reminded her that not even TSA gets to have unfettered access to firearms and ammunition. Well a TSO wanted me to unlock the case so they could check inspect inside. DUH! They're firearms and they've been declared!! So after a heated argument about them having access to my guns in the secure side of the airport without me present, I demanded they call an airport police officer. Well that took him aback but when I explained to the officer the situation, he said "I don't blame ya!" So he escorted the TSO into the back, observed while they checked the case and then re-locked it, sending it on its way. ^