In MA you need an ammo dealer permit. The law appears to be rarely enforced, my guess is the state ignores the one off guys selling ammo to other people that have an FID or better. I would just meet the buyer out of state, frankly.
The rest of new england I don't think ammo sales are regulated heavily. I'm not aware of any laws in CT, NH, VT, ME, or RI related to possession and sale of ammunition.
-Mike