They most certainly DO sell guns at shows in the OCR. I bought my last (legal) AR-15 lower receiver at a gun show.
In case anyone gives a hoot, because of the 10-day "cooling off period" wait to pick up firearms, once you buy a firearm the seller and the buyer walk it over to another FFL holder who lives more or less conveniently close to the buyer's home, fill out some more crap, and the buyer pays the transfer agent a small fee. The two times I've gone through this it was $12.
10-day wait?!? But I'm mad NOW!!!