The Tax Foundation publishes tax freedom day for every state. You can read the report yourself here.
The calculation takes into account all federal and state taxes. Unfortunately, the day is 3 days later than last year.
Tax Freedom day in New York is May 4 and in Connecticut it is May 9. Basically, you work until then to pay your taxes.
Part of the reason taxes are so high is because of the high state tax burdens in the Northeast. The other reason is that the income tax systems are progressive, so in our high income states we pay a higher percentage of our income in taxes.
If you include all the federal spending which has been funded by borrowing, tax freedom day would be 15 days later.