IANAL, but this is what I understand the law to be: If the "things" that you're talking about are firearms, it wouldn't be legal for the FFL to transfer them to you - as noelf2 said, you're not a resident of the other state(s), which is necessary for handguns, and, for long guns, they need to be legal in your state of residence. If the "things" aren't firearms (hi-cap mags, etc.), and are otherwise legal in the other states, you presumably could have them shipped directly to one of your other addresses, if the retailer will do it - some won't ship to a state other than the one your credit card is billed to. You may be able to get around that by getting a CC using one of the other addresses. Of course, bringing the item(s) back into your state of residence would be illegal.