In 1983 I brought a BMW 3.0cs and a 1976 MB 280slc into the States from Dubai. It cost me about $4,000 each to convert them to US standard. It was a BIG hastle and in the end not really worth it. I understand that because of pressure from the major importers like MB and BMW, the the process of bringing in 'gray market' cars if very difficult now.
Most Euro car manufacturers have a program for allowing you to pick up one of their cars in Europe, tour around a bit, and ship it home. That way you get a US spec. car and the US dealers get credit and some profit from the sale.

If the car you want is pre 1972 (I believe that is the cutoff date) then you can bring it in without having to convert it to US spec. Younger than that you better get your check book ready.

You might contact the DOT (dept. of transport) or a local foreigh car repair shop. I doubt that you will get any help from the dealers since this type of deal costs them money.

Good luck