Sure. If you're eating breakfast in a cafe in some other state and spot a bargain rifle or shotgun in the local Pennysaver, you can hurry right over and buy it up, then bring it home with you. Doesn't have to be an adjacent state either. But you CANNOT do this with handguns! You can go see it and buy it from Bubba, but legally it has to be shipped back home to your FFL and processed like any other handgun purchase done online, via auction, or from a private seller.
If you're brave enough to try smuggling a handgun home from another state and you make it home OK, then nobody will ever be the wiser. But if you get stopped for speeding or whatever and you get caught bringing a handgun home across state lines, it'll sure suck to be you.
Which brings up another question - I live in CO, but have a membership at a range in Kansas. Sometimes I get a chance to go shooting when I'm over there on business.
What if I want to take a couple of my handguns with me to that range for some plinking....will I be breaking the law by taking them across state lines? I'm NOT purchasing them, I already own them, but there's no way to prove that I own them since they're not REGISTERED to me or anything like that.
What sez ye? If I can legally take a handgun that I own in CO and go target shooting in another state, and then bring it back home, what's to say that a handgun I just bought in a FTF purchase in another state wasn't a gun that I already owned and just took with me for target shooting? Sure is a blurry grey line there........