Any interstate transfer requires an FFL.
If you went to a gun show in Alabama, the seller there could give his rifle or shotgun to an FFL there for you to buy. If it is a handgun, the seller would have to give the pistol to a dealer in your home state and you would go through that dealer.
Same for selling, but in reverse. You could take your rifle or shotgun to a local FFL to transfer to the Alabama resident. For a handgun, you would take/send the pistol to a dealer in Alabama and the buyer would have to buy it in his home state.
Not all dealers will want to sell a long gun to some one from out of state, but it is legal to with possible exceptions for states like NJ, MA, CA, MD, etc...