I have used the US and Canadian postal services to ship antique revolvers to Canada, using Registered Mail.

On the US side, a pre-1899 revolver is an antique and not a problem to mail. My Canadian buyer sent the appropriate RCMP (police) paperwork, and I included a copy of this paperwork and proof of antique status under US law. I clearly described the revolver on the US customs forms. All went very smoothly.

So - legal for the seller to pop it in the US mail to you. You will want to be very sure that you can receive it legally.