On the iPhones and iPads, open Settings > iTunes Store, and make sure that "Automatic Downloads" are turned on. If not, do it. On the Mac, open iTunes, go to the iTunes menu (on the menu bar) > Preferences > Store, and turn on "Automatic Downloads".
It only works when installing applications. When you delete an app in a device, it's not deleted in all the devices
Sorry for the late reply ... on business ...
I checked all of my devices and the settings were on as you listed above.
Just so I am clear, you are saying that if I install an app, they sync between devices, however if I delete an app I have to delete from each device individually?
I have recently installed an app on my IPhone, however it did not sync back to my IMac or other devices either. I deleted it off the IPhone and then installed it on my IMac and it then synced between devices. Something does not seem right with that?