If you are from a non-taxed area (eg a Canadian visiting Washington) and purchasing something to take home (eg a shirt), you are not required to pay taxes on it if you present proof of non-residency. If you are purchasing something to consume there (eg food) you do have to pay taxes. My recollection is that it is the same for eg Oregonians (where Oregon has no sales tax) visiting Washington/California/etc. but that it also depends on reciprocity between the states in question.

itunes also groups individual song purchases into bundles of some sort (in large part because of this, I'd suppose)