This one is addressed in Federal law:
A person not licensed under the GCA and not prohibited from acquiring firearms may purchase a firearm
from an out-of-state source and obtain the firearm if an arrangement is made with a licensed dealer
in the purchaser's state of residence for the purchaser to obtain the firearm from the dealer.
[18 U. S. C 922(a)( 3)and (5), 922( b)(3), 27 CFR 178.29]
A person may “sell” a firearm to an unlicensed resident of his or her state (you the visitor in
another state), if the buyer is not prohibited by law from receiving or possessing a firearm, or to a
licensee in any state. A firearm other than a curio or relic may not be transferred interstate to a licensed
collector. [18 U. S. C 922(a)( 3) and (5), 922( b)( 3), 27 CFR 178.29]
Link added:
http://www.atf.gov/firearms/legal/interstate.htm