While Deleware and Orgeon may not have a state sales tax, there are probably other sales taxes that Borders will collect from at least some residents of those states.
U.S. sales taxes are levied by states, counties, cities, and other entities. For example, in the Dallas, Texas area there's typically a state sales tax (~6%), a city sales tax (~1%), and a sales tax for regional mass transportation (another ~1%). The overlay of all these different taxes results in many, many different tax rates across the country.
The difficulty of correctly calculating these taxes and transferring the funds to the taxing entities used to be one of the arguments against mandating the collection of taxes by mail-order and on-line retailers. It seems like people have since figured out how to do that.
"It's a dog-eat-dog world out there, and I'm wearing Milkbone underware." -- Norm, from _Cheers_