It’s only a matter IF the catalog company (say Sears) has a store in your state. If you are ordering from Las Vegas Poker Chip Company Inc. in Nevada, you will owe no sales tax.
True, you will not owe sales tax. You will owe use tax.
I can't say every state has them, but I'll wager that if they have a sales tax, they will likely also have a use tax to compliment it (usually the same rate). The use tax is written to cover items the sales tax doesn't (purchases from out of state that you use in the state). If you were an Idaho resident, you would owe use tax at 6% on the sales price of those poker chips.