The government of Thailand yesterday threatened to arrest any Americans it can find who were associated with an aborted commando raid, led by a decorated ex-Green Beret commander and unwittingly financed by Hollywood movie stars, in search of war-era servicemen in Laos.

The cross-border foray occurred on Nov. 27, and has been denounced by the State and Defense departments as harmful to government-to-government attempts to investigate and seek the return of American prisoners of war or the remains of soldiers listed as missing in action.

Four Americans, led by former Green Beret Lt. Col. James G. (Bo) Gritz, were reported to have accompanied 14 Laotian guerrillas across the Mekong River boundary of Thailand and Laos to meet other guerrilla forces and collect information on sites of possible POW camps.

Gritz said in an interview with the Los Angeles Times that the group was ambushed the next day by Laotian government forces who killed one member of his group and wounded three others. None of the Americans was wounded, but there were reports that one, Dominic Zappone, 28, of Van Nuys, Calif., was captured and later returned after Gritz paid a ransom.

A Pentagon official confirmed that the raid had occurred and that one man had been captured and later ransomed.

In May, 1981, Gritz was persuaded to call off a similiar incursion when the Pentagon undertook a covert mission to send mercenaries to a Laotian jungle camp where reconnaissance overflight pictures had suggested the presence of "caucasians." The mercenaries returned without evidence that Americans were in the camp.

The Thailand national security council issued a stern warning to members of Gritz' group that they could face prison terms of up to 20 years for reentering Thailand illegally after such an operation and for carrying illegal weapons. A Thailand Embassy spokesman said that government is concerned that Vietnamese forces in Laos will retaliate against Thailand for the armed intrusions.

An official of the Laotian Embassy in Washington noted that his government had allowed representatives of the families of missing American servicemen into Laos last September to inspect a plane crash site.

"We really regret this action," the embassy spokesman said. "We don't think it helps relations."

Meanwhile, Hollywood actor William Shatner, star of the "Star Trek" television series, said in news conference that he had given $10,000 to Gritz for an option on Gritz's life story. Other reports have said that actor Clint Eastwood contributed $30,000 to Gritz's cause, but Eastwood has not confirmed this.

George L. Brooks, chairman of the National League of Families of American Prisoners and Missing in Southeast Asia, criticized Gritz's activities. Brookssaid that, at a time of personal frustration over his missing son, he contributed $20,000 to the planning of the Gritz mission in the spring of 1981.

"My main concern is over what repercussions there might be against the men still over there and what our future relations will be with the Lao government," Brooks said. "I hope they the Laotians just write this off as some squirrelly guy and continue to negotiate with our government on the 560 Americans still missing in Laos."

Brooks, working through the Laotian resistance movement, was able last March to locate and return the remains of his son, Navy Lt. Cmdr. Nicholas G. Brooks, a bombadier-navigator who was shot down 13 years ago.

Brooks said he had received reports last year that Gritz was trying to raise money for another expedition into Laos. "We knew that he was actually calling family members, which is something he denied he did, but I know both he and his wife were contacting family members and saying, 'If you don't give us money, you'll never see your son or your husband again.' "

Neither Gritz nor his wife could be reached for comment. An answering machine at their Los Angeles home said they were away. Some reports indicated that Gritz had returned to Thailand.

There appeared to be some confusion over whether the FBI and the Justice Department were investigating the Gritz operation to determine whether it violated a U.S. ban against launching private military operations from the United States.

An FBI spokesman in Los Angeles said "There is no active investigation," and referred inquiries to the Los Angeles U.S. Attorney's office, which deferred to the Justice Department, where officials said the matter is "under review."

"It would be silly to bring a case against those people," an official said. "The law is pretty clear, you have to launch the excursion from the United States and these people seem to have been smart enough to skirt the law."

Pentagon spokesman Maj. Bob Shields said that Gritz intermediaries who contacted the department last fall were warned that the raid could be harmful and illegal. He added that there have not been any new intelligence reports indicating the presence of American captives in Laos.

"We don't have anything new which would have, if known by a group like this, prompted them to take action," Shields said. CAPTION: Picture, JAMES G. GRITZ . . . former Green Beret led the raid; Picture 2, WILLIAM SHATNER . . . paid $10,000 for rights to life story