Go to New Hampshire or the south because NY has some of the strictest gun law as in the country and I live in NJ which has even stricter laws.
I live in NJ too

. Small world.
I agree—gun laws here are super strict, and it's better to go to the southern states.
To answer OP's question, you should move to the Southern states like everyone else is saying,
But you should keep in mind that there are still regulations, even in the south.
First of all, you need to be a citizen or have a "green card" and you need to establish residency/"settle down" in a US state. They will also run background checks on you and if they see that you've been involuntarily committed to a mental hospital (even in another country) they won't allow it.
That's just federal law, but other states can add extra laws of their own.