Firstly, Walmart is a lousy place to buy an air rifle, they tend to be the low quality crap from China. Secondly, whatever you buy better make less than 12ft/lbs or you are importing a firearm which opens up a can of worms. If the gun complies with the 12ft/lb limit I would suspect you could bring it back with you on the plane and declare it when go through customs.
The safe bet is to give customs a call to be sure.
Webley Vulcan .22, Webley Tempest .177, Beeman Kodiak .25, Beeman R9 .177, Weihrauch HW30 .177, Slavia 618 .177, Colt Commander .45ACP, Browning Hi-Power 9mm, Bushmaster AR-15 5.56/.223