Guns manufactured prior to 1899 are evidently not deemed to have ever entered the stream of commerce and therefore do not count as firearms. These antique weapons do not need any kind of paperwork. You have to find one with an odd caliber ammo that is no longer commercially available otherwise the ammo can be a legal problem. The source of the ammo is as important as the the status of the gun.
Another choice is a replica black powder weapon. Again, no paperwork required although some states are looking at regulating replicas in the future. Check your state laws.
Excellent discussion of this topic here
http://www.georgegordon.org/Radio_Archives.htm#Archives
scroll down to April 17th of 2005 - called Antique Firearms