Twenty one states—Alabama, Alaska, Arkansas, Indiana, Kansas, Louisiana, Mississippi, Missouri, Montana, New Hampshire, New Mexico, North Dakota, Ohio, Oklahoma, South Carolina, South Dakota, Tennessee, Texas, Vermont, Washington and Wyoming—and Pennsylvania permit the sale of all or most types of consumer fireworks to residents.
Many Native American Tribes have consumer fireworks stores on reservation lands that are exempt from state and local authority.
http://en.wikipedia.org/wiki/Fireworks#United_States