Why are smokers getting letters demanding sales tax? Moreover, how can states get smokers' names and addresses from out of state resellers who don't have nexus in the smokers' states?
This is because of a Federal law passed in 1949 called the Jenkins Act which requires out of state cigarette sellers to file monthly reports on their buyers with states to which they ship cigarettes. Most of the cheap Web-based tobacco sellers don't comply with this law, and they are starting to get subpoenas for their records. Using this information, states are going after the buyers of the cigarettes.
This is not a sale tax issue so much as a cigarette issue. As near as I can tell, it wouldn't bleed over to other types of out of state purchases short of an audit by the destination state of the seller's books.
Heres a link to the Jenkins Act. And here's one short article on the topic.