I've always thought the hardest part about selling guns on the internet must be getting the gun into that damned little disc slot.
Generally speaking an unlicensed individual in one state may transfer a handgun directly to an FFL in another state. State law, the corporate policy of the shipping/delivery company or USPS policy, and the policy of the receiving FFL may also come into play though. I think some states require a gun from out of state to come in only from another FFL. If you use USPS or someplace like UPS, you may find that they have corporate policies not to accept guns for delivery unless they come from an FFL and are going to an FFL. Similarly, some FFLs won't accept guns from out of state unless they come from an out of state FFL; not because they have to, but simply because they either don't want to, or don't fully understand the law.