'Small' fireworks like firecrackers and bottle rockets are pretty much governed by the states. But since the states which permit these have lots of outlets for them, I imagine you are thinking of more sophisticated devices.
Importing these (by shipping, I assume .. not over a border in your car ... which you should NOT do) is controlled by the Bureau of Alcohol Tobacco and Firearms. I think there is a web page on the AFT web site about this.
As a practical matter, this is a biggish deal. Further, to use larger fireworks requires a pyrotechnics license in most states. Friend .... it would be easier to date a Hollywood star than get this done.
If you insist ... why not call the AFT and have a discussion. Assuming your are serious, I bet they would be helpful.
Finally .. if you are going to do this, for heaven's sake see an attorney who can fully research this for you (as I have not done). and ... let us all know if you are having a show!
All comments on this site are 'in the cloud' and do not form an attorney-client relationship of any kind. Just consider them ideas for discussion.
I resepctfully refer you to www.americanpyro.com the website of the American Pyrotechnics Association. It has a state by state directory of laws which includes California. Apparently an importer's license costs $4,500. In addition to state regulation each city and county may enact its own regulations. Also, see the links section for Federal regulation including but not limited to the Consumer Product Safety Commission and the Bureau of Alcohol, Tobacco and Firearms. Generally it appears to be an excellent site.
The above is general legal and business analysis. It is not "legal advise" but analysis, and different lawyers may analyse this matter differently, especially if there are additional facts not reflected in the question. I am not your attorney until retained by a written retainer agreement signed by both of us. I am only licensed in California.