Can't you order that stuff over the mail in the US?
There's lots more details than that, but it isn't a free for all.
A MP5 can be legally owned, with a few caveats:
* It must have been manufactured and registered with the ATF as a machine gun prior to 1986. Guns meeting this criteria are fairly rare and very expensive. I don't know the price for a registered MP5, but I would guess > $20000.
* You must apply for and receive a special approval to purchase a machine gun.
* You must apply for and receive a special approval to purchase a SBR.
However, a variety of companies make semi-auto (one trigger pull = one bullet) MP5 clones that can be purchased more easily. Clones are sometimes built with an extended barrel so they are not considered a SBR and can be treated like any normal rifle. A common strategy is to hide the extra barrel beneath a fake non-functional suppressor [1]. Alternatively some are made as SBRs for people who are willing to get the SBR approval.
[0]: http://discovermilitary.com/wp-content/uploads/2010/02/mp5.j...
* You can get a Curio & Relic (C&R) license from the ATF which is basically a collectors license. It applies to eligible guns (i.e. not machine guns or SBRs) > 50 years old such as [0]. When you do an online/mail order the seller will require you to send a copy of your C&R license before shipping.
* Some guns aren't legally considered to be firearms by the ATF. This primarily (only?) applies to replicas of black powder guns [1][2].
Any other purchase must be sent to a licensed dealer, and when you pick it up from them you'll do the same paperwork as when purchased directly off their shelves.
[0]: https://www.classicfirearms.com/m9130-hex-receiver-russian-m...
[1]: http://www.cabelas.com/product/shooting/black-powder/traditi...
[2]: http://www.cabelas.com/product/shooting/black-powder/black-p...
Fully automatic weapons are more heavily regulated. Large taxes, permits, etc.
I ordered one years ago and the delivery service left it with my neighbor who's id they did not check.
http://www.cabelas.com/catalog/product.jsp?productId=735152&...
Granted it's not a sub-machine gun and takes a bit to load but it is a repeating firearm every bit as deadly as one that uses conventional shells.