The 37mm typical is a flare launcher and not a firearm, as are other flare launchers not firearms. You could register one as a destructive device, but most of them are not built solid enough to shoot regular power shells.
You can buy or make a 40mm or other Destructive device. Can buy the receiver across state lines through any FFL dealer then install the 40mm rifle barrel after registered, or just order a factory 40mm launcher through an in state NFA dealer.