I am filing as a New Jersey resident. TurboTax is telling me, "Let us know if you bought something outside of New Jersey and either didn't pay New Jersey sales tax or the New Jersey tax rate of 6.625%."
I made purchases from Internet retailers outside of the US that have no physical presence in the US. They were delivered from overseas to New Jersey for use in New Jersey.
The New Jersey Worksheet K references "out-of-state retailers (e.g., on the Internet)". But it does not mention if out-of-country purchases count. The document at https://www.state.nj.us/treasury/taxation/pdf/pubs/sales/anj10.pdf has a chart with a table that says, "State of Purchase", implying that maybe a purchase made out of the US is not taxable. But I am not sure if that is a correct assumption.
