Ohio............damn Yankees put beans and chocolate in their chili.
Beans, yes. Isn't chili supposed to have beans? But, Chocolate? That's a new one.
Even if an FFL is not required, certain states may have laws restricting certain "evil" accessories - so it really depends on the item and the location.
Most accessory broker's websites that I have seen contain a disclaimer recommending that buyers check their local and state laws before purchasing. Many others simply refuse to ship to certain states and locales just because they don't want to jump through the hoops.