Some states require gun safety course completion, some do (or used to) accept proof of military experience in lieu of the course, and some (and maybe it varies by county) don't require any training like my county in PA.
MD's cumbersome (may issue) policy was overturned by a Federal court quite a while ago but they haven't changed anything to my knowledge, except that their legislature is presently still in session for another month+ and trying their best to make buying/owning/carrying weapons as much more difficult as possible.
from ABC news ref. MD Gov. O'Malley plans:
"It would also limit the size of magazines and, among the tougher proposals, would include a requirement for most prospective gun buyers to provide fingerprints to state police, undergo a background check and complete a mandatory gun-safety course in order to obtain an owner's permit. "
And possibly getting set to lose some good jobs:
Beretta USA Threatening To Leave Maryland Over Gun Control Legislation