You can't.
Its a common misconception, brought about by the confusion between European value-added taxes, and US state sales taxes.
Most European countries charge a (fairly steep) VAT to finance a large part of their national budgets. But as an incentive to get tourists to buy goods, they frequently provide a mechanism (usually an office at their airport) where foreign tourists take their receipts, the physical goods, and their passports to get a rebate on all or some of the VAT they paid.
Because the US doesn't have national VAT, there is no Government office at the airport to refund it. And the State Governments of Iowa or Wisconsin have no interest in putting an office at O'Hare (in Illinois) for the purpose of giving back any of that Sales tax. They figure you used Wisconsin or Iowa highways to get to the stores to buy whatever, so you can pay the sales tax along with everyone else.
Pay the four, five, or six percent sales tax and smile. You are already geeting a huge discount over what you'd pay in your home country.