I was recently visiting in New Hampshire, and I was surprised to find that the first rest stop (not an exit) past the Mass/NH border on Interstate 93 in NH doubles as a liquor store -- there's one in each direction. I'm told it's for the Mass shoppers.
-PJ
I seem to recall that MA used to put state troopers just over the MA side of the border to "discourage" MA shoppers. I believe they stopped that, but NH still cheers every time MA does anything to further encourage NH shopping -- in addition to the NH state liquor stores, NH doesn't have a sales tax and cigarette taxes are much lower.