You might find this short video lesson a good start - http://blossoms.mit.edu/videos/lessons/tissue_specific_gene_expression
The bottom line is that while each cell may contain the same basic consituent DNA material, they are otherwise different as a very result of the processes that made the cells in different tissues different in the first place. The very process of cellular differentiation also sets in place differences in the nuclear and transcriptional environment of each cell type. So other than the basic content of the cells raw genetic material, different cell types do not, in fact, have the same genetic makeup as each other (nor is their background proteome the same as other cell types, in both the specific proteins that may be present in a given cell type, as well as the normal constituent amounts of any given protein).
A search in pubmed or any other literature database for tissue specific gene expression will give you many primary references related to the details -