Seems like there is a gunshow in Oklahoma about every other month, my brother in the Dallas/Fort Worth area of Texas tells me there is one just about every weekend down there. But it doesn't take going to too many of them to find out which are worth the time and money.
For me that is about 4 a year, two in Oklahoma City and two in Tulsa. These shows will restrict the vendors to being 90% gun, ammo and shooting related merchandise like scopes, stocks, gunsmithing, parts, reloading and targets while the remaining 10%, usually less than 10%, will be clothing, books, photographs and art work, jewelry, food sales and preparation stuff like smokers sausage presses spices and the like, and even some toys like rubber band guns.
Most of the vendors are licensed dealers with there only occasionally being a person selling off their personal guns in large enough number for them to need a table. Yes in Oklahoma you may find an individual walking around with a gun to sell or trade, that's how a friend of mine found his Ruger Old Model 44 Cap and Ball revolver. And in those cases, a transaction between two private persons no background check or paperwork is required, but is often done by either seller or buyer as "insurance" incase of theft or misuse. As for buying a gun from a dealer you have to meet all the legal requirements, fill out the 4475 form, and go through the NICS, National Instant (background) Check System, before you can pay and walk away with your new toy.