Pennsylvania is a state that does worry about collecting sales tax on internet sold cigars. It is the home to two of the largest internet sellers, CI and Famous along with their co-brands like
cigars.com. PA is also the home to Flatbed Cigars, Holts, Stogie Bird, and Leaf & Bean along with dozens of other on line retailers. More cigars are shipped out of PA than any other state.
Pennsylvania also does not have a cigar tax. It is estimated that a cigar tax could generate $28 million. But that would be a small drop in the bucket if you would consider the lost revenue to the state from jobs leaving the state, B&M closing, etc...
As for the Fed, Bruce is right, there will always be a threat so long as they see an opportunity to generate revenue, especially thru a "sin tax". Once established at any level it will quickly escalate. For now there are several key Senators and Representatives that seem determined to block any tax on premium hand rolled cigars.