Let me give you a worst-case example. Virginia has a state monopoly on hard liquor -- you have to buy your booze at state-run stores, and they add a hefty tax. So, some people have the idea to drive over to nearby Maryland or D.C. -- where liquor sales are in private stores, and the tax is lower -- and stock up at the lower prices. The Virginia Alcoholic Beverage Control (ABC) enforcers are known to stake out large liquor stores in Maryland and D.C., looking for Virginia license plates in the parking lots. If they spot one, they follow the person back to Virginia. As soon as he crosses the border, they pull him over. Not only the liquor, but the vehicle used to transport it, is civilly forfeited for tax evasion. After a few high-profile cases in which people have lost their BMW's or Mercedeses, they think twice about trying to pull this ploy.
I can imagine some zealous enforcers in Vermont staking out gun stores or gun shows in New Hampshire, looking for Vermont purchasers of hi-cap magazines. They follow them home, and throw the book at them. All it would take would be a few well-publicized cases to put a stop to the practice. Or at least it would be done much more surreptitiously.