The only sales that aren't are when two people meet and have a private transaction.
Commonly, a guy with an M-1 on his shoulder with a sign "For Sale" on it, another person says, "How much?" and next thing you know, cash changes hands. Usually the parties exchange divers license numbers, but there is no requirement for that, it is just good to do.
I put "gun show sales" in quotes because I don't even know if you can call those sales "gun show sales" since they are usually not by a gun show vendor. They are private citizen transactions of used firearms, not by commercial vendors. That is the only "loophole" there is now, and it is not a gun show loophole but a private transaction loophole. I can meet someone at church or on craigs list and sell them a used firearm without having to run a background check. That is usually not how mass shooters get their guns, but it may be how most criminals in Chicago get their guns.