Here's one case, but there are many: http://www.guardian.co.uk/world/2012/mar/26/taliban-sympathi...
Pay attention to the details next time you read about a foiled terror plot in the US. A couple of them seem to have been legit but most follow the pattern.
[Edit] I became curious about what happened to this guy so I Googled him and found this: http://pittsburgh.cbslocal.com/2013/04/26/alleged-taliban-sy... looks like they threw the book at him and sent him to prison for 8 years for having fired a gun at a firing range. [/Edit]
The shooting is another issue. The cop is saying it wasn't deliberate, and that's probably true.
It seems to me that he would never have bet anywhere near that much without several months of persuasion by the police.
Therefore, if it weren't for the cop pressuring him it is very unlikely he would have ever broken that particular law.
Granted it's a moot point, because as you say entrapment is a legal defense and the would-be defendant is dead.