I've done the Vancouver to Portland commute and they definitely take out income tax, so you're out of luck. My wife and I just went the self-employment route and moved back to Vancouver after living in the Portland area for 8 years, saving us tons on income and self-employment taxes.
Cheaper to live here, no state income taxes, hopefully a mustachian move - we do now have to be sales tax, but just hop over to Portland for any more expensive purchases.