I don't see anything illegal about it federally (take that with a grain of salt, I'm by no means a lawyer and could be wrong about this). As long as you own the second residence I don't think there would be a problem with keeping guns there. However, if you're planning on buying them in the state with your other residence, that's a whole different issue...
As you're in NY, I'd try and find out about any laws that say you must have guns registered to you on hand. (I don't know if there's any validity to this statement, but I would expect if they ever searched your home they would wonder where the missing guns were.) If there's not a law reflecting that, I'd say you're good legally.
Then you just need to make sure you have a good safe at your other residence and make time to come down and check on them occasionally. Personally I'd probably set the guns up as if they were going to be in storage for a while if they're in a completely different state (ie: unloaded, clean, nice coat of oil to prevent rust etc.) instead of having them all loaded and chambered, ready to go. That's just personal preference though. I do (on occasion) keep my defensive guns loaded while stored in the safe.