“Uh, not so fast…
US law then (and now) prohibits Americans from taking more than $10k in cash out of the country. While US Customs didn’t scrutinize every departing citizen and his./her baggage, it’s a safe bet that Fredo would be checked out: as we saw at the Senate hearing a few months later, the FBI identified Fredo as a Corleone Family Underboss; and a Corleone traveling from Nevada to Havana would be a likely suspect to be carrying more than the legal amount of cash. Ditto Cuban customs: if they inspected Fredo’s suitcase, it and he would have been history. Michael would never have subjected his $2 million to such risks. So, I’m guessing, Michael would have arranged for Fredo to come in by charter, or some other less-conspicuous or even secret route.
Back in the 50's there was virtually no security at airports, and it is likely that Fredo flew commercial from Vegas to Miami, and then hopped a plane from Miami to Havana. In those days there was a flight to Havana out of Miami at least every hour (people used to fly to Havana at 5 in the afternoon and return in the wee hours after partying in Cuba). Fredo could have legally carried the cash to Miami, and then taken off for Havana undetected, OR someone in Miami could easily have been bribed to let him through (for all we know Roth could have greased the trip with Michael's blessing). As for Cuban customs, I am certain they didn't care how much money anyone was bringing into the country.
Further evidence that Fredo flew commercial is that Fredo says he was worried that someone on the plane would know he had all the money. If he was flying a charter, that would not have been a problem.
My guess is that Roth's "sixth sense" was most likely someone at the Havana airport.
