You'll need to find a dealer willing to import it for you if modern or C&R. If an antique (pre-1898/ you can import it yourself. Exporting from Australia is paperwork for the seller, but not a huge deal. On the import side any FFL can occassionally import an otherwise legal firearm, but they have to jump through some hoops and also you will have to have a broker get it in for you.
For me it wasn't worth the hassel except for antiques, I've bought two from Australia with no problems.