It is not illegal to ship across state lines but you must ship it via UPS or Fedex to an FFL holder. As far as shipping within your own state, you would have to check on the laws of your state to see if it's allowable to do so.
G-17, G-17L, G-19, G-26, G-34
Niner's Club #720
G-1 Niners #720
S&W Collectors Association Member #2262