This is so hard to get your logical mind around that I'm just including the link to this story from Forbes in which it is explained just how awful New Jersey is.

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Apparently there's a scenario where if quarterback Peyton Manning and the Broncos win the Super Bowl, he will lose most of his money earned to New Jersey taxation. If he loses the Super Bowl, he will lose all of it. That scenario has to do with whether he continues to play next season. If you already think New Jersey taxes suck, you'll be downright apoplectic after reading this Forbes article.