We pay Federal & State taxes. Why/how is it legal for local or state gov. to tax our goods as well?

If we pay Federal & State taxes, why is it not considered double taxation to have our goods taxed? We pay multiple taxes for Gas, cigarettes or when we shop. From the money you earn you are taxed. Then purchases are taxed. By the time you add up the taxes it can be a large percentage. Why/How is this legal? Have kids who want to know.