Other forms: contrabands
Contraband means "illicit goods" and usually refers to stuff that's imported or exported illegally, like weapons and certain exotic pets (like tigers).
Contra means "against" (contradict, contrary) and bando means "ban," so contraband simply means "against a ban," or despite the rules. Place of origin: Italy. Somehow the word got imported by the English, but there aren't any laws against word-importation, so it would be a stretch to say that contraband is itself contraband.