There is no Federal Sales Tax in the US. States are free to set their own rate, and some, such as Montana (there are others) do no levy a sales tax at all.
Canada has a Federal sales tax (5%) called Goods and Service Tax. Tourists can pick up a form on leaving the country which will allow them to claim GST back from their own country. (It can't be done within Canada.) Additionally, provinces have their own sales tax called PST (Provincial Sales Tax), with the exception of Alberta, which does not levy a sales tax. In some provinces, the tax is combined into HST, or Harmonized Sales Tax.
It is important to note that displayed prices in the US and Canada do not include taxes, whereas in the UK, VAT is (by law) included in the displayed price.