I really wish people would stop repeating this falsehood. If you live in a state that allows private sales without a background check, and you sell a gun to a non-resident of that state, you have committed a felony. Non-resident sales must go through an FFL, which means background checks and whatnot.

Most criminals get their guns through theft, self-manufacture, or straw purchases (often via a spouse or close relative). They're not acquiring them through legal loopholes.