New York Has The Largest Resident Out Migration Of Any State

From 2000 to 2008, in both absolute and relative terms, New York experienced the nation's largest loss of residents to other states—a net domestic migration outflow of over 1.5 million, or 8 percent of its population at the start of the decade.
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Conclusion

What accounts for New York’s chronic inability to attract and retain more Americans than it loses every year? Any attempt to answer that question must begin with New York’s state and local tax burden, perennially ranked among the heaviest in the country. Taxes aside, likely explanations differ regionally. Downstate residents face high taxes and housing costs rated among the most “severely unaffordable” in the world. Land-use regulations in downstate New York also tend to inhibit growth. In upstate New York, housing is relatively inexpensive but even more heavily taxed, and new economic opportunities have been scarce.

Weather, on the other hand, seems less compelling as an explanation. After all, while the Sunbelt’s climate has long attracted northerners, cold winters haven’t stopped New Hampshire, Wisconsin and Minnesota from adding population while upstate New York has been shrinking.

From the policy briefing, Empire State Exodus: The Mass Migration of New Yorkers to Other States, October 27, 2009, by Wendell Cox and E.J. McMahon, Empire Center For New York State Policy. A PDF version of the study is available here.