If the two peers are each behind its own stateful firewall (as would be common with something like BitTorrent), then you still need some 3rd party server access

If the two peers are each behind its own stateful firewall (as would be common with something like BitTorrent), then you still need some 3rd party server accessible to both of them that either relays traffic between them, or at least allows them to negotiate the port pair that they'll communicate on (so that the one which will accept the TCP connection can send a TCP SYN with the other's source port as destination). The second option may not even work with more paranoid firewalls, which might not allow TCP SYN packets on existing connections.