Yep, but the states with sales tax get tired of getting cheated out of their tax revenue. The specific example where I saw this was a major hardware store chain in Oregon (no sales tax) right near the border of Washington (6.5% sales tax). They asked everyone “Washington or Oregon” at the register and checked ID for anyone who said Oregon.

Quick search says that Washington considers it a “sales and use” tax, so anything purchased out of state, but intended for use in Washington is supposed to be taxed. Kinda messed up, really.