If you hear someone complain that they were “sold a bill of goods,” what they mean is they were conned or swindled. The phrase doesn’t really make a lot of sense on its face; the literal meaning of a bill of goods is simply that it’s a list of items — not even necessarily involved in a sale. If you hire movers to help you shift your home from Tampa to Tuscaloosa, before the truck leaves they’ll hand you a list of everything they have of yours. That’s a “bill of goods” too (and since it’s loaded on a truck, it’s also called a “bill of lading”). But the “bill” in these cases is just a list.
The word “bill” appeared in English in the 1300s. It’s derived from the Latin word “bulla,” which has some interesting trivia of its own. In Medieval times it meant a document. But if you go back to the Classical period, the same Latin word meant something different: a “lump.” That lump was often a wax seal melted onto official documents to make sure they weren’t opened before the rightful recipients got them. Over time, evidently, the seal and the thing it was sealing took on the same meaning. Even today the Catholic church issues statements called “papal bulls” — they’re the official pronouncements of the pope. And they even still carry wax seals.
In English a “bill” is simply a list; the wax seal association didn’t make the jump from Latin. There are all sorts of “bills” around — in a restaurant you make selections from the “bill of fare” (the menu), then when you’re finished you’re given the “bill” — the list of the items you ordered and their prices. The US Constitution includes the “bill of rights.”
“Bill of goods” acquired its current negative usage sometime in the 1920s. It’s not clear where it came from or why, but by 1927 Eugene O’Neill included this line in “Marco Millions” and everybody knew exactly what it meant: “Selling a big bill of goods hereabouts, I’ll wager, you old rascals?” Other phrases that acquire new meanings are often based on a real event or practice. For instance, the (ancient) advice not to buy “a pig in a poke” goes back to Medieval times when a swindler would sell a “baby pig” in a sack, which turned out later to simply be an annoyed cat. But if there was a real event leading to the current meaning of being sold a bill of goods, nobody today seems to know what it was. Probably somebody just forgot and left it off the bill.