Depends on the firearm, a shotgun would be no problem, a rifle would depend on what type, a handgun would have to be shipped in through a FFL. Most so called "Assault Rifles" are required to be registered in MD. The only thing that I know of that is not is the HBAR, MD considers it a sporting rifle and therefore does not need registered. I bought a Colt HBAR a few years back from Target Master in PA, and brought it home to MD. Then a friend told me that I had to register it, I checked it out and if it is a heavy barrel they consider it a sport or target rifle and your ok without registering it. By the way I am leaving MD next month. Unfortunately I am not moving to PA, but DE is still much better that MD. DE has CCW and doesn't require registration.
Mike