There is a list of categories of prohibited and restricted items at the Customs and Border Protection web site:
https://www.cbp.gov/travel/us-citizens/know-before-you-go/prohibited-and-restricted-items
In the potentially prohibited are anything from any wild animal and recommends contacting the Fish and Wildlife Service for information. I did not see non-food domestic animal products listed so if your shofar is from a domestic sheep you may be okay. I know that is is possible to import a shofar because Judaica stores import them but I don’t know what hoops you have to jump through. I bought a ram’s horn shofar just a few weeks ago at West Side Judaica that had just arrived from Israel.
Good luck!!!
Charlie