Laws don't stop criminals from doing illegal things. You can ship a gun straight to someone's house, if you're so inclined to do so. It's a federal crime. Getting caught will guarantee you prison time. It's not as if FedEX and UPS, or even USPS, xrays every package they send to check for guns, and making sure they're only being sent to legitimate people.
A gun store is not going to do this. If you buy a pistol out of state, the store must ship it to a gun store in your own state. If the gun is illegal in that state, the gun shop in said state will reject it and send it back from whence it came.
Now, let's say again, that you live in California. You can't buy certain kinds of rifles in California. There's nothing to stop you from driving or flying to Nevada, buying a California illegal gun, and shipping it straight back to your own house, or, simply just driving it back. Again, doing so is a federal crime.
IF it gets shipped back to your state, you're subject to the exact same laws of your state. You cannot, for instance, fly out of California and into Nevada, buy a California illegal gun, and have it shipped back to California. It's simply not allowed.
Jared bought his gun at a sporting goods store. He bought the ammo at Wal Mart.
The Wal Marts that sell guns use the same FBI background check as a real gun store does, by the way.
The point of all this being, you're as ignorant of American culture as you and other Europeans claim Americans are ignorant of European history and culture.
You buy into rhetoric and believe everything anti-American that you read.
Also, all American FFL's (that's licensed gun dealers) do the exact same federal check, regardless of state. There is an FBI background check called in that confirms you have no criminal history. That's the extent of it. How to improve that to include mentally ill people with no history of crime, I have no idea.
That's your idea, and the idea of countless other Europeans I've seen say the exact same thing all over the internet. I think very few people are "afraid" of not owning a gun. People like guns here for the exact same reasons they do anywhere else guns are legal. Hunting and target shooting.
Target shooting is huge in Sweden...by percentages it's far more popular than it is here, even.