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No not at all. Just wait for it to arrive and track it if you like with the provided tracking#. But a phone call is completely unnecessary.

Just pickup after delivery.

I would as a courtesy. They will appreciate the heads up and "be in the loop" if anything out of the ordinary should happen.

Depends on the shop. Again, zero need to call. And if you have a busy shop like me, you'd be annoyed by 30 "heads ups" a day. But if its a home FFL getting 2 guns a week, maybe I'd call and tell them to make sure they are home to receive it. Otherwise just track it and you're fine.

The shop I go through is always very busy, but the owner is a cheerful guy, so I always give him a quick heads-up call

The factual answer is that you do not need to call. But after reading answers, some still prefer to call anyway. I personally bought about a dozen guns from Buds, and have contacted the 2 FFLs I've used zero times. So again, do you have to? No. Is it okay if you want to? Yes.

Buds "Preferred Dealers" are listed in green and have agreed to accept all incoming ATF approved transfers of firearms purchased on www.budsgunshop.com. When choosing a Preferred Dealer from our list, you will not need to contact the dealer to arrange a firearm transfer. The transfer service and rate has been pre-approved for all Bud's customers. However, completion and approval of ATF Form 4473 will still be required to take possession of any new or used firearm from your local dealer.

If the FFL knows you I would not call, but if I've never done business with them I would call.