As a matter of federal law, private party sales must be conducted with both the seller and recipient being a resident of "the same" given state. Then it must be legal under the respective state laws, of course.
Again, just informing what the law is,. 922 (a)(5):
As discussed in another thread, 922 (a)(5) does not apply to e.g. gunstores, or other FFLs transfering a firearm to a person who does not live in their state. It's simply that private party (person to person) transfers are legal if say, both are Texas residents, and the transfer is in Texas. But they technically are not (Federally), if for example, a Colorado resident travels to Wyoming to buy a gun from a private party, and does not use a FFL. This may or may not be a violation of state law depending on which state the transfer takes place, the Federal Laws are of course, universal across them all, but would be (usually) enforced in the federal criminal courts, not, e.g., a State District Attorney going after someone (unless it is also not legal under a respective state law).It is unlawful...
(5) for any person (other than a licensed importer, licensed manufacturer, licensed dealer, or licensed collector) to transfer, sell, trade, give, transport, or deliver any firearm to any person (other than a licensed importer, licensed manufacturer, licensed dealer, or licensed collector) who the transferor knows or has reasonable cause to believe does not reside in (or if the person is a corporation or other business entity, does not maintain a place of business in) the State in which the transferor resides; except that this paragraph shall not apply to (A) the transfer, transportation, or delivery of a firearm made to carry out a bequest of a firearm to, or an acquisition by intestate succession of a firearm by, a person who is permitted to acquire or possess a firearm under the laws of the State of his residence, and (B) the loan or rental of a firearm to any person for temporary use for lawful sporting purposes;