It is surprising to me how many people in the firearms industry (including FFL's) do NOT know the rules. Many think that no matter where you live, you can always gift a firearm to a relative ... this is NOT the case. Mal H has it correct. As far as I know, there are ONLY two ways that a resident of one state can take possession of a handgun from in another state:
1) The recipient is an FFL of a type appropriate for the arm in question (03 if it is C&R, 01 otherwise)
2) The firearm was bequeathed to the recipient and the original owner has passed away.
Within your own state of residence, the rules of your state apply, but between states, your own state's rules only make it more difficult, never any easier. Sorry if this isn't the news you wanted to hear.
For the record:
http://www.law.cornell.edu/uscode/html/uscode18/usc_sec_18_00000922----000-.html
It shall be unlawful—
(1) for any person—
(A) except a licensed importer, licensed manufacturer, or licensed dealer, ... to ship, transport, or receive any firearm in interstate or foreign commerce;...
...shall not preclude any person who lawfully acquires a firearm by bequest or intestate succession in a State other than his State of residence from transporting the firearm into or receiving it in that State, if it is lawful for such person to purchase or possess such firearm in that State...