http://www4.law.cornell.edu/uscode/1...2----000-.html
A summary of 18 USC 922 (a)(3), (a)(5) and (b)(3) is:
1. You are prohibited from taking possession of any firearm FTF from a person who is not a resident of the same state as you are.
2. You are prohibited from buying a handgun or having a handgun otherwise transferred to you by any FFL that is not licensed in the same state you are a resident of.
3. You may purchase or otherwise have transferred to you a long arm (rifle or shotgun) from an FFL in any state, so long as you meet with that FFL in person to conduct the transfer and that long arm transaction would meet all the legal requirements in both your state of residence and the state the FFL is licensed in.
You can purchase a firearm from an out of state private party provided that firearm is transferred to you via an FFL - for a handgun an FFL from your own state of residence - for a long gun any FFL meeting the requirements of 3. above.