We live in California and have been long time customers of Lands End who ships to us from Wisconsin. On our last order, we had to pay sales tax at the rate applicable in our county.
We're not sure if, as John said, this is due to "...a rather widespread move throughout the country to define the 'sales tax' as applying at the 'point of delivery' or 'point of use' rather than at the 'point of sale.'"
Another possibility is that Lands End now markets through Sears as well as through direct mail and there is a Sears store in our county so, in theory, we could have made our purchase there and we would have had to pay the sales tax.