In the map above, from The Fourth Branch, the red states are the ones that recieve more than $1 from the federal government for every $1 they pay in taxes. The blue states recieve less in federal money than they pay in taxes. And, as you may have noticed, the map is really similar to the electoral map from 2008.
There is a very strong correlation, then, between a state voting for Republicans and receiving more in federal spending than its residents pay to the federal government in taxes (the rust belt and Texas being notable exceptions). In essence, those in blue states are subsidizing those in red states. Both red and blue states appear to be acting politically in opposition to their economic interests. Blue states are voting for candidates who are likely to continue the policies of red state subsidization while red states are voting for candidates who profess a desire to reduce federal spending (and presumably red state subsidization).
So do the anti-tax red staters see the connection between taxes and things like public schools and Medicare, and understand they're getting a good deal, and still want lower taxes?