MA Resident purchasing ammo in CT

Went to Cabela's today. Decent selection of projectiles...a few pounds of powder on an end cap, but no primers. No questions asked when buying as noted.
 
Does any state? Trying to think if any other state regulates bullets or spent shells.

There appear to be a few states that regulate specific types of ammo, (black-death-teflon-coated-cop-killer-bullets for example, dragon breath shotgun shells for another, and of course armor piercing and tracer) - but I can't think of, nor find, any state other than Massachusetts that regulates components.
 
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