Denmark has decided to repeal its tax on saturated fats and forego other taxes on sugar-sweetened beverages and foods after finding that Danes simply went to Germany to buy the foods at lower prices. See FoodNavigator: Fat-tax-why-is-Denmark-such-a-quitter

If you want to see a really well-informed discussion of such taxes, see these presentations from Professor Mick Gibney, Dr. Anne Nugent, Dr. Kevin Denny and Professor David Madden at University College Dublin, Ireland. UCD: Seminar fat and sugar taxes