Its the other way around: high tax states like NY, NJ, CA, CT, and others subsidize low tax states. You can look at the Federal revenue charts if you like - be my guest. I posted a thread yesterday from the Weekly Standard titles Kill The Bill. Go read it. It has hyperlinks too. And, high tax states like NJ get back 68 cents or so back in every dollar they pay to Washington. Some states get back $7 or $8 from Washington for every dollar they pay. And since when is expressing an opinion around here whining. Oh, I know: when you want that opinion shut down.
Since taxes tied to income have become the primary source of revenue for the Federal government, densely-populated areas where the cost of living is high have inevitably become the biggest "donor" areas when it comes to comparing Federal taxes paid with Federal spending.
It's a simple function of a progressive income tax system, where middle-class people in places like New Jersey, New York City, Connecticut, California and most of New England get pushed into upper-class tax brackets because of the high cost of living and higher wages paid to people in these areas.
There's no reason to feel sorry for them, though. The easiest way to fix this imbalance is to move to a more flat income tax structure, and these are areas of the country where voters are pathologically opposed to such a thing.