It's also possible that the other-state where something is purchased could have an agreement with the state you live in to collect it, etc. Lots of permutations, but the bottom line is: you most likely owe sales tax to your resident state, even if the state you purchased it in did not collect any. Some states will give you credit if you payed the tax of the other state, some want you to pay theirs in addition. Here in NC, they are very fussy about this. When I lived in Ohio, they were pretty lax about it, except for mid to large companies. As was pointed out, the less said, the better. I would just assume that anyone who bought out of state without having the sales tax collected is "saving" the tax until they are required to give it to their state tax folks.
Kevin