Generally only for customers in your state. Now the trick is AFFILIATES. If you are paying affiliates to sell products who reside in NY, you have to remit sales tax to NYS. Could be the same in other states too.
If you're selling your digitally delivered goods to consumers based in the European Union (EU) member states then the EU expects you to charge Value Added Tax (VAT - a sales tax) on their behalf.
http://itlaw.wikia.com/wiki/VAT_on_E-Commerce_Directive In practice I suspect only the larger companies that actually abide by this rule as the logistics of monitoring and enforcing this would be pretty... hard.