My understanding from a RI BCI staffer is that RI summarily turns down most applicants for a NR permit with "insufficient reason" as their reason for refusal.
In MA, you can bring in a handgun as a NR without any MA permit as long as it is to a "match" and transported/stored with the same sort of restrictions as FOPA. You must carry proof of attending a match under this exemption. [Training courses and "plinking" are NOT exempt from the requirement of a MA LTC however.]