Depends on the state, I think. I bought a used car out of state 5 years ago and Idaho wanted to see the title signed over to me and a Bill of Sale. I got that form off their web site. Some states want a separate mileage/odometer statement, but I think most of them are on the back of the title itself. Different states have different rules about who keeps the plates too.
Here's the NJ DMV page on transferring title.