Nasrudin used to take his donkey across a frontier every day, with the panniers loaded with straw.
Since he admitted to being a smuggler when he trudged home every night, the frontier guards searched him again and again.
They searched his person, sifted the straw, steeped it in water, even burned it from time to time.
Meanwhile he was becoming visibly more and more prosperous.
Then he retired and went to live in another country. Here one of the customs officers met him, years later.
“You can tell me now, Nasrudin,” he said. “Whatever was it that you were smuggling, when we could never catch you out?”
“Donkeys,” said Nasrudin.
Story retold in The Sufis by Idries Shah