I flew from Detroit to SF with large goldfish in my luggage. Big doubled bags, lots of air (couldn't get pure oxygen), packed tight into a cooler. Label it appropriately IF your airline says you can pack fish. (I'd say fish. Even though they aren't.) If your airline says no--and make clear you're putting it in the LUGGAGE when you ask, because some airlines won't let you put them with the dogs/cats but don't care about luggage--then don't label on the outside and pretend you didn't know. Just label "fragile". Label properly on the INSIDE for the TSA, and ask them to retape the cooler. Of course that's flying within the US.
You could probably mail them to yourself.
If you're crossing provincial or national lines, there may be some concerns. State-wise though, there's no ag inspection requirements at airports except for Hawaii. Only the feds look at your stuff and they aren't the USDA--jut TSA. Non-explodey shrimp are fine!