State laws do vary. Frequently, when buying out of state, you don't have to pay the sales/use tax in the state you purchase in and get a temporary transit permit. You do then pay the sales/use taxes in your home state when registering the vehicle. Buying out of state does not save on taxes here, quite obviously.
Some (I think a small minority) of states do collect sales tax on vehicle sales to out of state individuals. Some (perhaps many or most) states will offset the tax you owe at registration in that case. In some cases, you unfortunately end up being taxed twice.
Massachusetts (and, to my knowledge, only Massachusetts) does not issue transit permits for out of state buyers, and does not recognize transit permits from other states as valid for Massachusetts residents. They do, seemingly grudgingly, recognize transit permits for non-residents who happen to be traveling through on their way back to their home state. For this reason, I did not consider buying any RVs in Massachusetts when I was shopping, even though it's not an unreasonable distance from Vermont.