Here's a list of states, organized by 'generosity index', based on 2002 tax returns. Keep scrolling to find blue states; the first one, New York, is 26. As it comes up, the list is sorted by the 'generosity index'. You can make the blue states come to the top of the list by ordering by 'having index', i.e., wealth. Connecticut is 1st in the having index and 44th in generosity.