Which states of USA don't collect the tax for ecomerce from retailers
who have internet stores and auctions ?

According to: http://www.vertexinc.com/cybrary/internet/tax_table.asp

All states exept the following have state sales tax on internet sales:

Alaska
Delaware
Montana
New Hampshire
Oregon

More information (state by state) at:

http://www.vertexinc.com/cybrary/internet/state_by_state.asp

Searched on: internet "sale tax" states

Dear Bandis, 

If you're thinking of selling online, you may find it interesting
to see what the states are developing together, on the sales tax front:
http://www.geocities.com/streamlined2000/

34 states have already joined forces to work with merchants to develop
software to collect sales tax at the point of sale - and automatically
send them to appropriate sales tax agency, in the correct state.
http://www.geocities.com/streamlined2000/participatingstates.html

Other states are watching the development. 

Expect this to be universal in the US within 5-10 years.
(Yes, it will take that long to develop and get agreements 
from all the states.)

Just in case you like sales tax trivia.

And, yes, Denco-ga's tip about Vertexinc is right on target
for current sales tax news and information.

That's where I start my research, too.

Your TaxMama-ga