Every dealer is different with their policies. But for the record it is clearly possible. I purchsed from a dealer in TX and told them I wanted to register in Florida. Upon re-delivery I had a Florida metal plate given to me. I believe they just called a tag agency in Florida and it all worked out.
2005 330i ZHP
2014 328d xDrive Sports Wagon (ED 7/'14)
2013 X1 sDrive28i
2013 X5 xDrive35d
2009 MINI Cooper