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2. Illinois

If Illinois had a dictionary definition, the words heavily taxed would appear early on. Property, sales, and gas taxes are through the roof. Outside of Chicago, there's not much to do in your free time; something retirees have a lot of. And the Windy City itself has a reputation for being America's rat capital. It has areas rife with poverty and crime, and air pollution is a problem.

Winter in Chicago - biker on Michigan Avenue in Christmas scenery.Chicago, Illinois, USA. Henryk Sadura / Getty Images

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