Never mind... did some more research and answered my own question...
A person may only acquire a firearm within the person’s own State, except that he or she may purchase or otherwise acquire a rifle or shotgun, in person, at a licensee's premises in any State, provided the sale complies with State laws applicable in the State of sale and the State where the purchaser resides. A person may borrow or rent a firearm in any State for temporary use for lawful sporting purposes.
[18 U.S.C. 922(a)(3) and (5), 922(b)(3), 27 CFR 478.29 and 478.30]
And for those that have trouble understanding awkwardly worded laws like me..... Scottsdale Gun Club spells it right out!
• An Arizona resident may then take possession of the firearm. Non-residents need to comply with several additional criteria:
• the firearm must be legally possessible in the buyer's state of residence
• the transaction must be legal in the purchaser's state of residence
• Immediate possession of long guns is allowed if this is allowed in the state of residence
http://www.scottsdalegunclub.com/faq/purchasing_firearms.php