The Shooters, Fishers and Farmers Party (Shooters) claim Nationals staff were handing out an unauthorised letter from John Howard and Tim Fischer in the NSW by-election.

They said the letter was handed out in the state electoral district of Cootamundra and the NSW Electoral Commission had not pre-authorised it for distribution on polling day.

"They were caught handing this out illegally and they were breaking the laws," Shooters Legislative Assembly member Robert Borsak said.

"There were what we could see two boxes — a couple of thousand each — and they were being handed out by one of [Nationals leader John Barilaro's] staff."

The letter is signed by Coalition politicians former prime minister John Howard and former deputy prime minister Tim Fischer.

A Nationals Party staffer with NSW Electoral Commission officials in Young. ( Supplied: Shooters, Fishers and Farmers Party )

It asks voters to vote for Nationals candidate Steph Cooke who is running for the seat and refers to the two former politicians' legacy in strengthening firearm laws after the Port Arthur Massacre.

A spokeswoman for the Mr Barilaro said the claims were completely false and the staff member was only handing out pre-approved campaign material.

The NSW Electoral Commission (NSWEC) said the matter would be subject to a compliance review.

"This morning the Cootamundra Returning Officer received a call alleging that unregistered electoral material was being distributed at a polling place in Young," a NSWEC spokesperson told the ABC via email.

"The Polling Place Manager spoke to two individuals who were handing out the material.

"Upon being advised by the Polling Place Manager that this material was unregistered, these individuals indicated that they would cease handing it out."

The NSWEC said it instructed its inspectors to attend the polling place. They were unable to find the individuals who had been handing out material but on a second visit they spoke to the people concerned and "were advised that they had ceased handing out the material upon learning it was unregistered."

There was voting on Saturday for three state by-elections in NSW: Blacktown in Sydney's west, Murray in the state's south-west and Cootamundra in the south-central.

As of 9pm AEDT, ABC election analyst Antony Green predicted the Nationals will retain the seat of Cootamundra.

Things were closer in the seat of Murray but Green said current projections show the Nationals retaining that seat also.

Labor has claimed victory in the seat of Blacktown where the Liberal Party did not field a candidate.

The results can be followed in Antony Green's live blog.

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