Yes and No! In the States AAS is considered a Class A drug (same as coke and Heroin), also the penalties are much harsher and are getting even harsher with recent legislation.
I know many guys that have been searched and gear was found in their cars or gym bags and all the cops have done was say that they shouldn't be doing that and that they never saw the shit. Remeber this is the Country that wants to decriminilize POT.