It is federally illegal to buy a handgun outside your home state, and many states include rifles in this. They can be purchased technically, but they have to be shipped to an FFL dealer in your state for the NICs check. Even in states that will sell rifles to out of state IDs, the rifle still has to be legal in their home state and they have to follow all the laws of that state. IL specifically, if you go into any FFL in the country, you'll be told "we're sorry, can't help you" because of their laws.
I know the news pretends that none of that is true, but it is. Not likely people will know that though unless they have either tried it as a customer or worked in an FFL, I'm just informing not talking shit (sometimes intent gets lost through text, just clarifying.)