In general no. What matters is residency not immediate presence. You need to check for residency whenever you sell a gun. If you are selling to a resident of another state, it is regulated by federal law which requires the receiver to obtain it via a FFL.
There are some exceptions to shipping a gun to yourself in another state and willing of firearms. You may want to search the BATF web based FAQ, as I'm sure it will give you all the details.