The cost of living is generally higher in those states, but that's not a hard and fast rule by any means. There are certain places in each of those states that are incredibly pricey, but there are areas where it's much cheaper. California is just massive. It's the third largest US state in area, and it's also the most populous. San Francisco is incredibly expensive, but there are many areas where real estate, rents, taxes and the cost of living in general is much cheaper. Certain parts of New York are expensive, but one could buy a 3,000 square foot home on ten acres in parts of Upstate NY for a fraction of what an apartment on Park Avenue would cost. Massachusetts, Maryland and Hawaii are much smaller in both area and population, so there's less of a divide when it comes to the cost of living, but again, for what you'd pay for a home with a view of Boston Common or in a ritzy suburb of D.C., you could buy three houses in New Bedford or Western Maryland. Same for Hawaii.