Here in Pennsylvania we have a socialist liquor system (http://www.lcb.state.pa.us/portal/server.pt/community/pennsylvania_liquor_control_board/17476). Because of this it is illegal for us to buy liquor in neighboring states. The state police bust people for doing so:

Border Patrols  
 
This joint initiative with local Troops involves the apprehension and prosecution of individuals who bring back alcoholic beverages in the Commonwealth from bordering states.  This illegal activity results in a lost tax revenue to the Commonwealth.  Investigations are generally conducted through undercover surveillance of liquor and beer retail outlets in neighboring states.

http://www.portal.state.pa.us/portal/server.pt/community/hide_-_liquor_control_enforcement/5900/types_of_enforcement/501465