If I were concerned about traveling with certain data I would use a travel drive. Swap it in before going, and, as suggested, download what I needed once safely at my destination.
Now I'm wondering if there are other ways to carry that data with me in a format that would resist inspection. For example, on an SD card inside a camera. Or on a DVD. Break up the data into smaller files and named them variations on foo.jog or bar.avi or something, and reassemble things later.
For something like that the question might be whether I could be compelled to install or copy files to the active machine for inspection or evaluation if anyone got wise.
Planning to travel but got ITAR data on your disk? Better swap that disk unless you like fines and jail time.