Word for today from my Forgotten English calendar:
"gone to Texas" - An American expression for one who has decamped, leaving debts behind. It was, and is, no unusual thing for a man to display this notice--perhaps only the initials "G.T.T." on his door for the callers after he has absconded. - Trench Johnson's Phrases and Names: Their Origins and Meanings, 1906
So I guess "gone to Illinois" (as we did a number of years ago) must mean not that you're leaving debts behind but that you're taking them on? That's about how it seems to me, anyway, considering the financial situation of the state of Illinois and the coming 75% hike in the state income tax.
One of these days if you click on my blog and see nothing but a "Gone to Texas" sign you'll know it's because I could no longer afford to live in Illinois.