Getting back to the original question, I navigated through "Product > Tax & Calculation Rule". For many U.S. states you need to configure taxes per zip code. I can get to the list of states, but there is no obvious way to add/update a tax rate per zip code. Some U.S. states such as California have in the neighborhood of 4000 various zip codes that must be added.
Also, related, in adding a custom tax rate, even per U.S. state, the function seems to want you to select applicable product categories. In the U.S., at least Colorado, the tax rate will typically be applicable to all products, yet there is no options to select ALL or defaulting to all. Advise please.