In NY there is no state licensing requirement for the possession of a rifle or shotgun, although any person convicted of a felony or other serious offense and any person who "has been certified not suitable to possess a rifle or shotgun" (mentally incompetent) is prohibited from possession.  A person who has been convicted of a felony or other serious offense may obtain a certificate of good conduct which will then permit him to possess rifles and shotguns.You would apply for a certificate of good conduct through the Division of Parole in Albany.  Note however, such a certificate cannot be granted until 5 years from completion of the sentence for an A or B felony; and from 3 years for C,D, and E felonies.