Yes, tax-free retirement does exist if you really want it, but you have to work towards it. I second the advice to read up on techniques on Bogleheads and other sites that stress tax-advantaged accounts and low-cost, diversified, broadly based index funds to achieve this.
There are multiple ways to achieve it, but they require work or knowledge.
Mustachians focus more on retiring very early on a frugal lifestyle that effectively achieves tax-free retirement because the required income is so low.
If your income is below $70K, your qualified dividends are not taxed, essentially making yours to retirement income tax free even in a fully taxable account.
The Bogleheads site discusses multiple Roth vehicles and techniques that allow tax-free income, including Roth IRAs, Roth 401ks, TIRA to Roth conversions, and tax-efficient behaviors and asset placement.
Tax free retirement takes work, and is often an objective to strive towards as opposed to something everybody hits.