I don't know for sure, but in most northeastern states, you need a license to buy and possess a handgun. (That license is at least as difficult to get as a CHL.)
Licenses to carry in those states are extremely rare. The people who get them have political connections or occasionally are in some high-risk profession such as gem trading.
I used to live in NY, so here is the real story:
Outside of NYC, you need a handgun license before you can even touch a handgun. That includes training, test firing, or handling prior to purchase. You must show such a license before the clerk will even take the gun out of the case to show you.
In order to get this license you must be fingerprinted, photographed and have filled out a form that includes three people from your community vouching for you. This information will be sent to the FBI for a background check. You will pay for the fingerprinting, photographs and background check.
Then, a uniformed police officer will make a surprise visit to your home to interview you. You cannot schedule this visit and it must be inside your home. Some departments will repeatedly send an officer on a weekday between 9AM and 4PM when you are certain to be at work. (This is why it took me nearly a year to get my license.)
Once all of this is done, you still have to get a purchase coupon from your local PD to buy a handgun.
The handgun must be taken into the police within 5 business days for registration. At that time, they will add the make, model and serial number of the gun to your license.
If you are caught even holding a handgun that is not on your license (And yes, this includes trying a buddy's gun at a range.) you can lose your permit and your right to own handguns.
In many parts of NY, the handgun permit also serves as a carry permit.
Inside of NYC the rules are very simple: Honest people, who aren't connected, aren't allowed to own handguns.