America was founded on people leaving big government oppression in europe....
Just ask a pilgrim...
True. However, the world has run out of underpopulated continents. What became the United States was an escape valve for Europeans fleeing tyranny, poverty, and persecution for the first three centuries after the first successful English settlement at Jamestown. Where would Americans flee in the 2010s? Certainly not the other English speaking nations or Western Europe, which are generally worse than even the most liberal U.S. state. Latin America isn't much better, although some countries like Costa Rica or Chile are relatively prosperous and free. The Middle East is out, except for Israel if you are Jewish. Maybe Eastern Europe, where traditional values are still relevant. East Asian societies are orderly and modern; however, the cultural differences are profound for white Americans.
All told. the best bet may be to stay here and persevere.