From Wiki:
What states require background checks for guns?
Seven states require background checks on all gun sales at gun shows: California, Colorado, Connecticut, Illinois, New York, Oregon, and Rhode Island. Four require background checks on all handgun purchases at gun shows: Hawaii, Maryland, New Jersey, and Pennsylvania.
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We need a federal program to require background checks for any gun purchased, whether it's from a store or from a gun show. How there is still no law like this is absurd, especially given the overwhelming support for it from the public.
Even if you ask the staunchest 2nd Amendment supporters - if mentally ill people should have access to guns, they will tell you no.
Please make it happen.