You cannot buy a firearm from a private citizen from another State. The transfer has to be by FFL. You cannot buy a handgun from an FFL from another State, you can only purchase long arms at a gunshow in another State and only from a FFL Dealer.
What's the difference in me going to a out of state gun show and finding that dream Springfield custom shop 1911PRO just the way I want it. I pay the dealer the $2500 and have him send it to my home FFL, where I pick it up when I get home.
I get online on this dealers web page and see he's got the PRO instock. I call him up and give him a CC# over the phone. Fax him a copy of my guys FFL lic. He send me the gun.