You will mostly like have to find a Class III dealer on your end to accept the transfer, if it is coming from out of state. You will have to fill out the proper BATF paperwork. You can call them, they will send it to you. Part of that paperwork is supplying a set of finger prints and an OK from your local Chief of police. (When I spoke to BATF they had no qualms about stressing that they wanted the top law officer to sign off. Their actual practice may be different.)
I looked into this a few months ago with a Harrington chambered for 44XL. I finally decided it wasn't worth it. The hassle involved pretty much put a damper on ever selling it in a reasonable amount of time.
As Utah Shotgunner pointed out. Make sure the weapon already has the tax stamp and that the seller has it in their possession. It is my understanding that with out it, BATF considers it an illegal weapon. They will not look up the weapon for you and re-issue the tax stamp.
Pete