The US / Mexico border guard is shocked when Juan said this

Juan comes up to the US / Mexican border on a bicycle…

…  with two large bags over his shoulders.

The guard stops him and says, “What’s in the bags?”

“Sand,” answered Juan.

The guard says, “We’ll just see about that.  Get off the bike.”

The guard takes the bags and rips them apart; he empties them out and finds nothing in them but sand.  He detains Juan overnight and has the sand analysed, only to discover that there is nothing but pure sand in the bags.  The guard releases Juan, puts the sand into new bags, hefts them onto the man’s shoulders, and lets him cross the border.

A week later, the same thing happens.

The guard asks, “What have you got?”

“Sand,” says Juan.

The guard does his thorough examination and discovers that the bags contain nothing but sand.  He gives the sand back to Juan, and Juan crosses the border on the bicycle.

This sequence of events is repeated every day for 3 years.

Finally, Juan doesn’t show up one day and the guard meets him in a Cantina in Mexico by coincidence.  “Hey buddy,” says the guard, “I know you are smuggling something.  It’s driving me crazy.  It’s all I think about and I can’t sleep.  Just between you and me, what are you smuggling?”

Juan sips his corona and says, “Bicycles.”