Buying something rare on the international market might be the way to go, but import duties/costs can be 20-30%, much like those domestic, high end auctions. I bought a SIG P210 seven years ago from a dealer in Switzerland, and was a bit surprised by all the import stuff, but learned my lesson. Even so, I can get it all back now if I ever decide to sell.
The trick is buying a few before doing the paperwork. Adding a 2nd, 3rd, 4th.....gun to the Export/Import documents adds VERY little to the bottom line. I grabbed an ex-DeutscheBank Munich branch security P5 to import with my Lang.
If I were to sell the DeutscheBank P5 now (~1 year later) it would cover the cost of that P5, AND recoup all my Export/Import fees on both guns.