You don't have enough?
Seriously though, pistol permits, hunting licenses, Ammunition ID cards; Just about anything that says you know which end of the gun the bullet leaves from.
Some places look at the docs, and say yup (some don't actually even ask) and some point their laser scanner at it.
You have to have something in CT to even buy a bag of shot, but you can buy some training weights you strap on your ankle (or ex wife) and need nothing.