If you are traveling around the world, you might be familiar with the visitor tax refund offered by different countries. For example European Union countries, Japan, Canada all offer it.
You can visit their website for more details:
For visitors to United States though, it is a different story. Essentially, the countries that offer tax refund collect value added tax (VAT) for the good purchased, if you are traveler, this part is refund to you when you leave the country. While in US, no VAT is collected. We do include sales tax but it is decided by individual state (yes, some states decides not to collect them at all such as Oregon, Delaware), but it is not through the federal government. So if refund is offered, it will come from each state. See the statement from the US customs.
So far, I am only aware of two states offers the sales tax refund: Texas and Louisiana. There are some restrictions too.
For Texas return, you can apply for return as long as you have foreign passport, I-94 and valid visa. But the purchase has to be done within 30 days before leaving Texas (recommended 15 days). You can apply return directly at selected Mall, outlet and airport. You can actually get instant cash refund when you apply but typically with much higher fee (like half the refund amount).
For Louisiana return, there are more restrictions. Your visit has to be less than 90 days and the resident alien and international student are not eligible for the return. You can apply at New Orleans International Airport and downtown refund center or mail within 30 days of returning home.
Enjoy your refund!!