Well 2 minutes of Google Searching, I found this site for Tax free holidays for the US... All 50 states
I could be wrong, but I think the "Tax Freedom Day" referred to on the site you posted is the first day of the year in which the nation as a whole (or a state) has theoretically earned enough income to fund its annual tax burden (It is NOT a day of tax free sales).
All of your wages for the year up until this day theoretically go to pay your total tax bill for that year. This day is different in each state depending on the differing state and local taxes from state to state.