Nordstrom charges you TAX on the shoes when they ship to New Jersey.But NJ has no tax on clothing and shoes.See Page 21 on PDF http://www.state.nj.us/treasury/taxation/pdf/pubs/sales/su4.pdf
Are you sure it's state tax and not other municipality tax (e.g. county, city/township etc.)?
I don't think that municipalities are allowed to make their own sales tax in nj