Moving them in general, as noted above is legal, where legal in both states.
Purchasing in both states is potentially legal but the ATF does have checks around it.
(B12) May a person (who is not an alien) who resides in one State and owns property in another State purchase a handgun in either State? [Back]
If a person maintains a home in 2 States and resides in both States for certain periods of the year, he or she may, during the period of time the person actually resides in a particular State, purchase a handgun in that State. However, simply owning property in another State does not qualify the person to purchase a handgun in that State.
[27 CFR 478.11]