The ability to have different laws in different states is the whole point of our system of government. It was intended to be this way. It gives you someplace to go when you don't like where you are.
My feelings on this are summed up in the 2nd line at the bottom of this post. I'm glad to live in a fairly gun friendly state.
"Me fail English? That's un-possible!" --Ralph Wiggum
"A woman drove me to drink and I didn't even have the decency to thank her"-- W.C Fields