The following is a list of states that charge sales and premium taxes. Included are links to each state's article in LodeStar's Knowledge Base.
South Dakota: Closing / Settlement / Escrow fees only (article forthcoming).
New York: Certain Fees only, as clarified here.
Washington: Closing / Settlement / Escrow / Title Premiums. More on that here.
New Mexico: Closing / Settlement / Escrow fees only. See more info here.
Kentucky: Title premiums only, as clarified here.
Hawaii: General Excise Tax Closing / Settlement / Escrow fees only, as clarified here.