I thought about that, too; so I asked Google about it. From what I've seen, you can do some online work to get a degree, but that doesn't mean squat unless you actually have hands on experience. Therefore, you could go to school for gunsmithing, but I think most of those are out West somewheres.
Locally? Dunno! Maybe someone would want an apprentice to teach? That's how a friend of mine got into goldsmithing; someone took him under their wing at an upstate jewelry store.