C3 I respectfully disagree. There are many training areas that have live rounds fired and the brass is not picked up. Not all of them are like that by any means, and the ones where the brass is policed are much more common.
As far as meeting the MP's? I would highly recommend trying to ask permission first, just to avoid that little problem. Or if you have a friend in the military, they can grab a couple bags full most likely with no questions asked. I've kept some 20mm casings and cleaned them out, cut them down, and used them as shot glasses. When my CO found out, he brought me more to cut down for him.