This has been answered before, but I'll save you the effort: they can buy for you but will likely have to pay taxes in that state (assuming sales tax exists). They could then privately sell to you to import.
There is no advantage to this scenario aside from possibly being able to buy a new vehicle from a manufacturer that won't sell new to Canadians. You will typically lose in this scenario as you'll pay taxes twice, unless your relative lives in a tax-free state like AZ.
You are often better off buying as a Canadian directly in the US as you can typically avoid paying US taxes. See M. Maggot's first post in this thread for state-by-state details.