How about checking the ATF website?
http://www.atf.gov/firearms/faq/faq2.htm#b17 Please note that if a private person wants to obtain a gun from a private person who resides in another State, the gun will have to be shipped to an FFL in the buyer's State.
So, if you are both non FFLs, you need to go through an FFL. But, you can buy a long gun from a FFL in another state if state laws (both of them) allow it.
As far as the gunshow comment...if a FFL is selling at a gunshow, he calls in the 4473, its not going to go through. Of course if they are both non FFLs, the law, as stated above is the law. Why risk it to save a few bucks in a transfer fee?