"A person may only buy a firearm within the person's own state, except that he or she may buy a rifle or shotgun, in person, at a licensee's premises in any state, provided the sale complies with state laws applicable in the state of sale and the state where the purchaser resides. [18 U. S. C 922( a)( 3) and (5), 922( b)( 3), 27 CFR 178.29] "
From: http://www.atf.treas.gov/firearms/faq/faq2.htm#b3