I've never heard of that.
I don't think it would mention the taxing agency, usually that sort of stamp has to include a specific amount of tax or state tax paid which is a specific amount.
Perhaps the stamp also had to include the name of the reseller? In that case the stubs or tickets would probably have been turned over to the IRS.
But there are literally thousands of different sorts of tax stamps, and I haven't collected them all that seriously.
A couple places to check
One of the biggest revenue stamp dealers.
http://www.ericjackson.com/rhome1c.asp
The US organization for revenue stamp collectors. (I'm not a member yet)
http://www.revenuer.org/
Steve B