Quadruple?? If you're talking a state boundary, I think you're probably missing something. Some states have higher income tax, some have higher real estate tax (which you pay for indirectly via rent).
Quadruple your cost of living, I could believe.
EDIT: Additionally, somewhere around 80% of the taxes that you do pay go to the federal gov't -- so it'd be really, really hard for a change in state to quadruple your tax burden.