Pat, aren't you the skeptical one! You clearly know nearly nothing about taxes, and then ask me to cite a local tax code anywhere?

Since you are probably only concerned about Texas, here's some info I grabbed just for you right off the State Comptroller site FAQ:

7. Do I owe Texas tax on mail-order merchandise?
Yes, tax is due on items purchased out of state and used in Texas. If the mail-order company has a Texas use tax permit, the company will collect Texas tax. And Texas use tax is due even if the mail-order company doesn't have a permit and doesn't collect tax.

http://www.window.state.tx.us/taxinfo/sales/questions.html#7

In many states, including Wisconsin, there's a line item on the state return where you are to enter the total dollar value of items purchased for use in the state for which the resident didn't pay the required sales taxes.