An American is being held for questioning in Pakistan after airport security there found bullets in his luggage, according to authorities. The man, on his way from Peshawar to the capital of Islamabad, "has been detained and is under interrogation," a police superintendent tells Reuters. "We are in contact with the foreign office in Islamabad to check about his background, and tell us if he has diplomatic immunity." US officials are investigating. The last American busted with bullets was Raymond Davis, a CIA contractor who shot dead two Pakistanis in Lahore last year. A third Pakistani was killed after he was hit by an embassy vehicle racing to save Davis from an angry mob that had gathered. He was freed after two months in prison following the payment of compensation to his victims. (More CIA stories.)