Some web sales sites, like EBAY, will not permit the sale of firearms on their sites. However, they do allow the same of gun parts. So, people are selling gun parts in two or three sale postings, to get around the NO GUNS SOLD HERE policies. There are states, like Illinois, where I live, that consider any firearm, replica, antique, whatever, to be just the same as a modern breechloading rifle, and they require that the buyer have an Illinois Firearms Owners Identification Card, and that sellers NOT sell to someone who does not have it. I don't know that there is any case where someone out of state who sells a gun to an Illinois resident has been prosecuted for violating Illinois criminal law, yet, but I know some large suppliers who refuse to ship a firearm to anyone in Illinois unless its a FFL holder. If you drive to their state, you can buy the gun from them there, but they will not ship to Illinois, unless to a FFL holder.
As a lawyer, I can think of a couple of legal arguments against such prosecutions, not the least of which is interfering with Interstate Commerce, which is a matter of exclusive subject matter jurisdiction for the Federal Government, under our Federal Constitution. The other argument is that Illinois has no personal jurisdiction over an out of state seller who is complying with his or its own state laws and Federal laws regulating gun sales. How successful either defense will be would probably depend on who you draw as a Federal District Court and Appellate Circuit Court panel.