If you want to shoot your rifle chambered for .3040 Krag and have fun doing it: you need to start reloading.
.30 U.S. Army was the first smokeless cartridge ever adopted by the US Army. The Winchester 1895 was one of the first rifles chambered for this highly advanced round, and later the Krag rifle, with which the .3040 Krag cartridge is most often associated. It was obsolete by 1903, and removed from front line service completely by 1906 when replaced by the .3006 in the Springfield 1903 rifle.
Many thousands of Krag rifles were sold as surplus and converted to extremely effective hunting rifles and were prevalent through the 1970's and 80's.Today, the Krag rifle is still regarded as one of the smoothest bolt actions ever made, but its limited action strength and tendency to crack bolts has pushed it into retirement in most cases. With ballistics a perfect cross between .3030 and .3006, it's a great hunting round in the same power class as .303 British. Only the reloader can make efficient use of this cartridge and keep it out working in the field or having fun at the range.
This is the complete process of reloading oncefired cases to fully reloaded ammunition. There is no mystery to it, and with some initial cost for equipment, you can save over $1.50 a round over buying factory ammunition. And with Remington only producing very limited quantities of factory ammo, this cartridge may be totally obsolete in the next decade with no new cases being produced. Even used brass is selling for over $1 per case.
I'm using mostly Hornady products, the Lee 3 die set for .3040 Krag, and some vintage once fired Winchester cases. Please consult modern reloading manuals and keep pressures low for these older rifles. If you want to hotrod a cartridge, buy a modern gun.