All butterflies and moths, with a few exceptions, require USDA permits for interstate movement and importation. A few species may be considered for an easily obtainable permit, depending on the state where these lepidopterans would be arriving. The USDA has a chart showing which species are allowed in which states. Other than the aforementioned exceptions and the species on this chart, all other species are going to require stricter permits, and these permits will likely stipulate a containment facility. If a containment facility is approved, then importation permits should be easy just as they are for a butterfly house. If you are able to obtain the permits to import, however, then also check with the FWS as a FWS permit is required to import any animal (exemptions for personal pets may apply).