I'm traveling in the US (originally from Australia) and buying a few things like shoes etc and a friend said I might be able to claim the tax back on my purchases. Does anyone know if this is right and if so how do I go about doing this?
There are no state tax refunds to tourists in any of the US States except for Louisiana and Texas. In Louisiana there's a similar to the European "Tax Fee" program in effect, and tax refund can be done in the New Orleans airport or by mail for qualified purchases.
Texas also has a similar program available at participating stores.