Here in California that simply can't be done. Only 'Safe & Sane' fireworks can be purchased. Cali basically has three categories.
Safe & Sane Fireworks
Explosives for Display
Those are all defined having regulations and there are laws regarding them too. If for instance a Cali person buys fireworks or explosives in Nevada and attempts to cross the state line then at least two laws are broken - Federal and California State, regarding transporting fireworks across state line. BTW four states completely ban fireworks all together. Otherwise it is individual state laws and county regulations pretty much.