there are actually a handful of rogue dealers which something on the order of 40% or more of guns pass through on their way to crimes. and there are no federal requirements for dealers to keep an inventory of guns sold. i'm sure there are laws for prosecuting dealers who sell to criminals, but they are rarely enforced. or at least, rarely make the news when/if they are. the kids at columbine got their guns through a dealer who sold it to a friend who was 18. there are shops who sell to gangs and other criminals throughout the country, but the ATF can't prosecute them for various reasons. if anything at all comes from the passage of new legislation, i would be perfectly happy if these dealers were shut down for good.
Federally liscensed dealers (basically all of them) are required to keep a record of all gun sales (failure to do so caries heavy penalties). Those records are available to law enforcement via a court order. The laws against illegal sales are enforced, except when the Justice Department decides to not enforce them and instructs dealers to complete the illegal sales.
http://www.atf.gov/firearms/faq/licensees-records-required.html
http://www.eveningsun.com/news/ci_22690488
Criminals don't buy from gun shops, because they can't pass the background check, they buy from individuals, at inflated prices. Individuals that are a member of a gang who have not yet become criminals can, but rarely do because the transactions are recorded.
As for the Columbine shooters, the individual who obtained them the weapons was the criminal,and subject to 1 to 10 years (depends on if he suspected criminal intent by the minors) in prison for each offense, not the gun dealer who complied with all federal laws regarding the sales and kept records of the sales.