The private costs are your time, expense of having a getaway car, gun, mask, and so on. Assume that national defense is a public good in the strong sense - an unsubsidized market produces NO defense even though the social benefits of it are high. Carefully graph this market, showing the market quantity Q m and the efficient quantity Q e . Shade the region of deadweight losses, and intuitively explain why these deadweight losses are so large. The entire region between the D and S curves is deadweight loss.
Immigrants impose externalities on American workers by reducing wages.
American workers are worse off if wages fall, but American employers are better off by the same amount. On balance, then, there are no negative side effects when immigrants drag wages down. I give blood because I want blood to be there for me if I need it. Olson would doubt that this makes any sense. It is extremely unlikely that your donation will coincidentally save your life.