Odd, I live in Calif. and there is no state law requiring a fingerprint for ammo shipped to me.
hoho_leung may live in a city or county that requires that but there is no state law mandating it. State law does not mandate a fingerprint for buying ammo.
I usually go through "Midway" or "Cheaper Than Dirt". But then I also maintain a mailbox for anything I don't want delivered to my front door when I am not there.
Some ammo shippers require a signature from an adult before the package will be left. Which is, in many cases, a good idea. You can also have a trusted neighbor sign for it.
It's also possible for the shipper to hold the item for you, notify you of when it arrives and you go get it from them. That does require a signature.