During some of the press junket interviews for The Lone Ranger, Johnny was asked about why he always travels with him Captain Jack Sparrow costume.  He also has the bird from Tonto's headdress at home now, and makes a joke in the interview about how it will get through customs at the airport. 

http://www.eonline.com/news/433160/johnny-depp-why-i-travel-with-my-captain-jack-sparrow-costume

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