When I was in North Carolina on a trip the chap I was visiting said I'd know if I was crossing over to South Carolina when I saw all the fireworks shops as it was illegal to sell them in NC but not SC. Funny to see.
(No idea what the actual rules are, just repeating what he told me)
The Kentucky/Indiana border has always been that way in my lifetime. Kentucky restricts fireworks sales to just "sparklers" and Indiana has much more latitude in what they can sell. The thing about Indiana fireworks stores that has long confused me has been how many of them are gas stations. That always seemed like a problematic pairing to me.
Same in the NY/NJ/PA tri-state. Ahead of the 4th a NY state trooper sits in the parking lot of the Phantom Fireworks in Matamoras, presumably calling in NY plates for their buddy to go pull over.
We just took the back roads home instead of the highway.
(No idea what the actual rules are, just repeating what he told me)