and why many do not travel, and go in the other side, if the difference is so big? it should be so difficult for a usa citizen to move between states, and maybe find a new location to live, instead of wasting money in his current residence...
It is not practical in most of the cases. Suppose you are employed with an IT firm in Silicon Valley, California. The tax rates in California are extremely high, but you can't relocate yourself to low-tax states such as Arizona, as it will impede with your ability to work. Unless the employer relocates to these low-tax states, the employees can't take a decisison on this.