All sales must occur in person. I've always offered to bring the vehicle to their bank/cu of choice; then finish the transaction with their loan officer who issues the cashier's check at the end. Everyone sleeps easier that way and the entire thing is on camera. It's also a great place to make copies of all the paperwork. I've always found loan officers more than happy to accommodate this and haven't had any issues with this approach to date.
Note that at least in Michigan you must accompany the buyer to the SoS or have a separate bill of sale with the buyer's drivers lic number. Your state's DMV website should have instructions specific to your state.