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I reckon Utah has statutes and political infrastructures you'd have to be able to thoroughly understand, and then discover some kind of loophole(s) in.

However, as Utah is a state subject to the federal government, you'd have to do the same regarding federal law and political systems. As Alaska has no income or sales tax, yet residents remain subject to federal taxes, I think it will prove difficult to do.

I'd look at indian reservations, nominally foreign nations, which is why casinos tend to site on them.

Yeah. A few years back Utah's Republican Party voted on a resolution to switch status with Puerto Rico, and become a territory. It passed overwhelmingly. Nothing, of course, ever came of it, and it wouldn't be possible even if they'd been serious. I think we're stuck.

I am no expert but I wish you great success!