Californians are taxed at the same rates as everyone else by the federal government. It is shifting wealth from productive people to less productive people. It isn't taking it from California and giving it to New Mexico. It isn't decided by what state you are in, but how productive you are.
Taxes Received v. Spent: http://www.taxfoundation.org/research/show/266.html
GSP Per Capita (GDP for States): http://www.statemaster.com/graph/eco...ars-per-capita
While from different years, it's about as good as I could find. The data shows a -.54 correlation between GSPPC and Taxes Given v Received if you throw out DC which is an extreme outlier. This indicates that the higher the GSPPC the lower the ratio of taxes given:taxes received.