Like the Pheasant Lane Mall in Nashua, the Mall at Rockingham Park is located close to the Massachusetts state line and draws many customers from that state. New Hampshire has no sales tax on most goods. The success of the Mall at Rockingham Park, which opened in August 1991, caused the Methuen Mall across the line in Methuen, Massachusetts, to close in 1997; it was replaced with The Loop, a "big box"-style center. The Mall at Rockingham Park also caused the adjacent (and older) Rockingham Mall to convert into a "big box" center, as Salem could no longer support two shopping malls. In 2006, the mall's original Macy's store (formerly Jordan Marsh) was closed with all Filene's converting into Macy's.
In May 2011 luxury department store Lord & Taylor announced their first New Hampshire store, to be opened in the former Macy's building. Lord & Taylor ultimately opened in March 2012. In February 2015, it was announced that Dick's Sporting Goods would take over Sears' second floor as part of a deal with the company. The store opened October 2015.