This thread has focused on the requirements to legally transport firearms as checked baggage on aircraft. However, you must also be absolutely sure that you are allowed to possess the firearm in the local jurisdiction of the airport.
I guarantee that if you show up at JFK or LGA with a handgun that you properly declare at checkin, and that you are NOT licenced to carry in New York City, you will be arrested. Note: It's more convenient to do this at LGA which is adjacent to Rikers Island - the largest jail in the world.