Which states have no taxes?

All states, in fact all legal jurisdictions (anyplace in the world, through out all of time) have taxes. Different types - different places, and applied different ways (obviously for different rates)...but it is how the governments, the society itself pays for what it does.

Yes, a tribe in the most remote part of the world taxes its tribe members - one way or another. (Maybe requiring the successful hunter share the kill &/or give a prime piece to the elder/leader, etc).

Even in the most communist type society - while it may not be a tax that is collected from you exactly, it is collected by the society/economic structure determining what you may have (or limiting it - regardless how much, or how well or what you do for work) and essentially collecting what it wants before you get it.