What's the Kennection? #21

Alaska, Delaware, Montana, New Hampshire, and Oregon are the only five U.S. states that don't have what kind of tax?

What product was originally bought and sold in the Chicago square that was the site of an infamous labor riot in 1886?

What good-luck items are the purple marshmallows in a box of Lucky Charms?

Where does the Greek hero Achilles spend most of Homer's Iliad, sulking over the loss of the slave girl Briseis?

What sport appeared on the very first cover of Sports Illustrated?

What's the "Kennection"?