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Currently with mail order/internet purchases the retailer has to have a physical presence in the state that the item is being shipped to for the retailer to collect taxes for the state that the item is being shipped to. This is changing in the near future due to a court decision a year ago. Some companies, like Amazon have been collecting sales tax for a few years now. International sales will not be including state sales tax because the destination is not a US state.
So If I purchase something from say California shipped to Boston I’ll be paying .0625 sales tax, someone in NYC will be paying both NY .04 and NYC .045 sales tax, if it was shipped to New Hampshire there is no sales tax ‘cause NH doesn’t have sales tax.
I have yet to see anything purchased from outside the US get a sales tax added and in general I get VAT removed.
It's complicated in the States as sales tax is levied by the State, rather than being a Federal tax, so it varies from state to state.