Probably best to call and ask, but I would be of the opinion that it's not a motor vehicle if it lacks a VIN, and thus it isn't subject to any of the vehicle regulations. It should be treated no differently than bringing a chainsaw across the boarder, or even a piece of luggage...
http://www.nhtsa.gov/cars/rules/import/Racing/Index.html http://www.nhtsa.gov/cars/rules/import/Racing/Racing.html