We had a shortsale deal close last year, where the bank covered the buyers closing cost, so it is possible. I agree that the chances are less.
In addition to the typical 2-3% (prepaids, tax stamps, etc) you may find that you will have to cover the expense of a survey and other items that the seller would traditionally cover, but may be unwilling to. A closing date can also be somewhat unpredictable, making financing deadlines and rate locks more challenging.
Best of Luck
Keller Williams Chicago Consulting Group