Some of you guys really make this a lot more complicated than it is.
I'm telling you...unless it is specifically contrary to WY law there is no CO law or federal statute that would prohibit a CO resident from purchasing a long gun, over the counter, from a licensed FFL.
Believe what you want or heard on the internet, but them's the facts. But don't take my word for it...I just got it from the ATF website using my secret access that no one else in the world has.
Q: From whom may an unlicensed person acquire a firearm under the GCA?
A person may only acquire a firearm within the person’s own State, except that he or she may purchase or otherwise acquire a rifle or shotgun, in person, at a licensee’s premises in any State, provided the sale complies with State laws applicable in the State of sale and the State where the purchaser resides. A person may borrow or rent a firearm in any State for temporary use for lawful sporting purposes.
[18 U.S.C. 922(a)(3) and (5), 922(b)(3), 27 CFR 478.29 and 478.30]