It should be interesting. I am aware of some cases where federal officials can be charged with violating state laws and the SC has said they aren't immune from prosecution. In some of the cases, the Feds petitioned to have the cases removed to federal court, where they were dismissed. Even setting aside the possibility of arresting federal agents, the fact that local and state authorities would not cooperate with federal law enforcement in these investigations would make it difficult, to say the least.