You can purchase long guns as an out of state but hand guns must be transferred to an FFL. We have an FFL in Kenosha that picks up firearms daily.
To shoot at the range you need to show your WI ID. For firearm purchases they must be mailed to a dealer in your state, and picked up there (yes fees apply).
We now have a Wisconsin FFL as well as our Illinois FFL so that we can transfer firearms for you at no additional cost if the firearm purchase is over $400. If it's under $400, we only charge $10 which is the cost of the Wisconsin background check.
Non-Illinois residents are able to rent firearms for use on the range and purchase ammo and firearms but they must show a valid ID from their state. Firearms will need to be transferred to a firearm dealer in their home state.
Not sure I know that Wisconsin residents have bought from there but you'll have to call him to find out what the requirements are
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