We model major criminal activity as a game in which a law enforcement officer chooses the rate at which to screen different population groups, and a criminal organization (e.g. drug cartel, terrorist cell) chooses the observable characteristics of its recruits. Our model best describes smuggling or terrorism activities at borders, airports and other security checkpoints. The most effective law enforcement policy imposes only moderate restrictions on the officer's ability to profile. In contrast to models of decentralized crime, requiring equal treatment never improves the effectiveness of law enforcement. This article is protected by copyright. All rights reserved.