Yes, this is often forgotten by individual importers, but in theory you're meant to pay customs duty on all goods sent between the EU and US/NAFTA.

In practice the customs people don't seem to notice 100% of packages, but it's their job to add an extra charge to any products you buy from one trade bloc and import into another. The charge is supposed to depend on the type and value of the product, and you have to pay it at the post office before they let you have the package.