Contrary to what many people may believe, it is illegal for travelers to bring into the United States Cuban cigars acquired in third countries (such as Canada, England, or Mexico).
It is also illegal for U.S. persons to buy, sell, trade, or otherwise engage in transactions involving illegally-imported Cuban cigars. The penalties for doing so include, in addition to confiscation of the cigars, civil fines of up to $55,000 per violation and in appropriate cases, criminal prosecution which may result in higher fines and/or imprisonment.
These prohibitions are applicable to all goods of Cuban origin and are an important element of the comprehensive program of economic sanctions against the Cuban Government which have been in place since 1963. Those sanctions have had the support of the last seven Administrations.
The U.S. Treasury Department's Office of Foreign Assets Control (OFAC), administers the embargo of Cuba. Suspected embargo violations may be reported telephonically to OFAC's Enforcement Division at (202) 622-2430 or via facsimile at (202) 622-1657.
http://www.customs.ustreas.gov/travel/cigars.htm