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A huge thanks to Careh at Redflagdeals for compiling this comprehensive document.

Internet link to forms required for Canadians to complete purchase vehicle for export:

Alabama:
http://www.revenue.alabama.gov/salestax/stforms.html

Arizona:
Sale to a non-resident form:
http://www.azdor.gov/LinkClick.aspx?fileticket=D2DBCOCQxt4%3d&tabid=264&mid=868

Delivery out of state form:
http://www.azdor.gov/LinkClick.aspx?fileticket=wyrWtAQp5ks%3d&tabid=264&mid=868

Connecticut: http://www.certcapture.com/files/certificates/CT/CERT-125-Sales%20and%20Use%20Tax%20Exemption%20for%20a%2 0Motor%20Vehicle%20by%20a%20Nonresident%20of%20Connecticut.pdf

Idaho:
http://tax.idaho.gov/forms/EFO00115_12-16-2010.pdf

Kansas (page 32 of this document): http://www.ksrevenue.org/pdf/pub1526.pdf#xml=http://search.ksrevenue.org/texis/search/pdfhi.txt?query=st+8b&pr=KS Revenue&prox=page&rorder=500&rprox=500&rdfreq=500&rwfreq=500&rlead=500&rdepth=0&sufs=0&order=r&cq=&id= 4f5726167

Michigan:
Form is needed only for private sales

Nevada:
http://www.azdor.gov/LinkClick.aspx?fileticket=D2DBCOCQxt4%3d&tabid=264&mid=868

New York:
http://www.tax.ny.gov/pdf/current_forms/st/dtf820.pdf

South Carolina:
http://www.sctax.org/NR/rdonlyres/3C38A1CC-A308-4A91-8F0E-56BE29426DA1/0/ST385.pdf

Tennessee:
Dealer has '3 day removal' form:
http://www.tn.gov/revenue/forms/sales/f1300901.pdf

Texas:
http://www.window.state.tx.us/taxinfo/taxforms/14-312.pdf

Utah:
http://tax.utah.gov/forms/current/tc-721a.pdf

Washington:
Dealer has Buyer's Affidavit and Seller's Certificate (In-State Delivery) forms.
http://dor.wa.gov/docs/pubs/specialnotices/2007/sn_07_nonresvehsales.pdf

Wyoming: http://revenue.state.wy.us/PortalVBVS/uploads/Form%20105a%20-%20Affidavit%20Exclusive%20Use%20of%20MV%20 Outside%20WY.pdf