Retrieve all records for a single CustomMetaDataType using ant

I don't think you would be able to do something like that. You either use a wild card character or mention the names of the individual elements directly.

Something like this.

<types>
    <members>State_Sales_Tax_1</members>
    <members>State_Sales_Tax_2</members>
    <members>State_Sales_Tax_3</members>
    <name>CustomMetadata</name>
</types>

(or)

<types>
    <members>*</members>
    <name>CustomMetadata</name>
</types>