I quit smoking 4 years ago but prior to that I, as an Illinois resident. was buying my cigarettes in Missouri, at the time they were $14 per carton cheaper than Illinois. I went in "Boom Land" in Benton, Missouri and bought 10 cartons, I presented the clerk with my Visa Debit card and he gave me a friendly warning that maybe I shouldn't do that, he told me that Visa debit and Visa credit had started reporting out of state purchases to the states of buyers. I paid cash instead.
It's best to use cash whenever you're trying to avoid these onerous taxes.
Several years ago, Illinois I.R.S. sent me a form to fill out voluntarily, listing all my out of state tobacco and liquor purchases. I filed it in the round file and they haven't sent me another one since. No doubt, some liberal in state government thought that might be a good idea, when they got zero returns for their efforts, they must have dumped that program.
There are mail services in certain states...you can pay for and get a physical mailing address in that state. You can buy whatever online, and have it shipped to that address, and then the service will forward it to you without reporting it to your state.
If you are buying enough stuff online, it would justify the cost of the service.