For the record, you can't actually leave.
I'll try to demonstrate:
In Canada, for example, you can physically leave the country, but you will still be governed by the State (Canada), as they see fit.
This includes filing tax returns. Canada even applies (becoming more and more common) it's criminal laws to Canadians abroad.
i.e. certain crimes committed abroad can be treated by "the state" as if they were committed in "the state", even if they are not a crime where they were committed. The point being that, even if you physically leave, the state still owns your a$$ and can and will govern you as it sees fit.
On the other hand, you can renounce your citizenship. In Canada, this can be done here:
http://www.cic.gc.ca/english/citizenship/renounce.asp
Of course, there are conditions, and the "state" must approve it. These conditions include, amongst others, that you must physically leave Canada AND that you are, or will be, a citizen of a different state. Which, of course, requires that you expressly accept that new states "terms and conditions" or, social contract, if you prefer. Of course that new state must also accept you. So, in this case, you haven't actually left "the state". You have just changed states and your a$$ is still owned and governed as "the state" sees fit.
And if you think that some higher power will come along and support your cause.......... don't kid yourself!
Even the United Nations has declared that "you cannot leave". Not in so many words but check here:
http://www.nostate.com/wordpress/wp-content/uploads/1961%20convention.pdf and here http://www.nostate.com/wordpress/wp-content/uploads/1954%20convention.pdf .
Without going into all the details, basically, the U.N. has declared that you cannot renounce your citizenship (state) unless you have, or will have, an alternate citizenship (state). And, if for some strange reason you do find yourself to be "stateless", in that you are not a citizen of any state (refugees and indigenous peoples dealt with separately), the U.N. has declared that, whatever "state" you are physically present in, has the authority to govern you as they see fit. In other words, they still own your a$$.
So what options remain? Well, there's always Antarctica right? There is no state there and the land/territory in un-owned, so we can all just head down there, claim our own little piece of frozen paradise and live free, off the fat of the land. Right?
Ahhh, no.
I can't find the exact link that explains it but basically, there is a (you guessed it) U.N. treaty that says no one can lay claim to any part of the area and I believe it has been declared some sort of protected reserve and so no one can just set up a home there.
It's also a pretty safe bet that the states of earth will (if they haven't already) make similar declarations relating to other planets if/when it becomes viable to travel to, and sustain life on them.
The bottom line, if you haven't figured it out, is this:
NO, YOU CAN'T LEAVE!