I work in mining and in the bad-old-days we used to have to keep multiple passports, to keep SAfrican, Isreali, Chilean etc entry stamps separate.
Now I tend to keep one passports just for the USA - it's easier than explaining to the TSA that visiting a country that doesn't speak English (like Jesus did) doesn't make one a terrorist.
Ironically the only problem I have had is that after being forced to get a brand new passport because the USA demanded RFID - I was questioned for 30mins on my lack of travel history!
I'm not american but have multiple copies of my own country's passport. I keep one 'clean' by not using it when I visit terrorist countries - ie cuba and anywhere that uses squiggly writing - and enter america on that one.
In the 70s and 80s it was trickier. If you had an Isreali entry stamp you couldn't go to any arabic country. I was even refused entry to Egypt once because some Egyptian immigration moron (they aren't all American) thought my Nepali trekking permit was Hebrew.
Similalry if you had a S African stamp you couldn't visit most african countries or anywhere describing itself as the 'democratic republic of'
South america was in theory tricky since every little tin pot dictator was always against every other little tin pot dictator but in practice their immigration was never organised enough to stop you
I can't recall a travel experience where I went through Customs before going through security first. As Customs occurs at port of entry, I assume he would have passed through security in Delhi. I suppose security could have been lax or complacent there, but it still seems an odd thing to have made it through a scanner first.
EDIT: I was mistaken, he did say it was an unused bullet, so it was more than a shell casing.
Edit: found answer to my first question below. The bullet is the inert mass. The cartridge is a bullet plus casing plus gunpowder / other energetic material.
Or at least, that's what I got out of the link. That one is (still) legitimately confusing to me. It didn't directly help (I didn't notice what was strange / funny about the image until I followed through to the "Gun Zone" link).
So the bullet was probably carried on, and thus went through security, but small items like this are missed all the time in the x-ray scanner.
On the other hand, I didn't have a bullet in my pants. TSA says: "You must securely pack any ammunition in fiber (such as cardboard), wood or metal boxes or other packaging that is specifically designed to carry small amounts of ammunition." (http://www.tsa.gov/travelers/airtravel/assistant/editorial_1...)