The Daily Mail (U.K.) does a nice job of synthesizing various data sets to look at Americans moving from high-tax states run by Democrats to low-tax states mostly run by Republicans. As they note:
Low or no-personal-income states such as Utah, Montana, Arizona, South Carolina, Delaware, Texas, Nevada, Florida, and North Carolina all saw population gains of 1 percent or more.
Meanwhile, District of Columbia and New York - the only two to raise personal income taxes in 2021 - shrunk significantly in population.
The states with the highest personal income taxes, California, Hawaii, New Jersey and Illinois, experienced the most staggering population losses.
It's called "voting with your feet."