I believe that one private party can sell to another private party face to face without an FFL being involved even if they are from different states as long as there is a bill of sale with each others address and signature.
That would be nice, but I think the '68 Gun Control Act makes that a felony. See par. (B-2 and B-3) on the BATFE's FAQ's at:
http://www.atf.gov/firearms/faq/faq2.htm#b7The transferee could also drive over to the transferor's State and swap the car for the guns through an FFL there, so long as that did not break any State laws...Geo