The two issues you
face are: exporting
antiquities from the country where you're living now, and importing them into the new country. You need to do the research and find out the
antiquities laws in both countries, so you don't fall afoul of either of them as you
cross the
border.
Be aware that for numerous countries, having a handwritten piece of paper is not considered sufficient proof of providence,
nor are receipts from coin dealers considered proof of ownership.
Greece is perhaps the most extreme case. Any artifact older than 1826 that is on Greek territory, belongs to the State. You cannot actually buy and sell
ancient coins, because you do not legally "own" them; instead, Greek citizens can buy and sell the right to be the custodian of an ancient coin (non-citizens do not have this right, and "becoming a Greek citizen" is not legally possible unless your ancestors have lived in
Greece for 3 generations). Private
collections of
ancient coins are thus legal but the
collections must be fully documented, catalogued and registered and be made available for government inspection on demand - in effect, your "private
collection" becomes a small state-owned museum. While the importation of non-Greek
ancient coins is theoretically legal, the onus in on you, the importer, to prove that the coins were not illegally dug up in
Greece or anywhere else. You will need a verifiable
provenance chain that goes back at least 50 years, and that
provenance chain must not include anywhere in
Greece. Artifacts that fail these strict criteria are treated as if they
had just been dug up by looters yesterday - which means they become property of the State, you won't be allowed to re-export them, and if the Greek government believes they have discovered the origin country that the coins were stolen from, they will repatriate them to that country's government.