This is often against the law, and it might be the only way to escape the tax net in some cases. In many cases, you might need to consider exit taxes.
That being said, especially for EU citizens, it might be worthwhile to use an intermediary jurisdiction.
E.g., if you decide to exit an EU country's tax net, you can move first︀ to another EU country and immediately get a tax residency certificate showing that you are︁ considered a tax resident of another country in that period, then notify them that you︂ have changed plans and are heading to South-Sudan.
Sometimes it could work even if you︃ make a move, e.g., in December, obtain a residence permit and tax residence certificate, and︄ before the end of the year, move on to the next country.
Also, there are︅ tons of ways you can minimize or even avoid exit tax this way. It may︆ be possible to move first to a destination country within the EU, form there a︇ proper structure as a holding and then move to a third country. Some EU countries︈ allow formal residency in their country without looking too much at the physical presence. This︉ allows to win time and to benefit from a possible decrease in the value of︊ the hidden reserves between the moves.
In some countries like Germany, there are exemptions for︋ exit tax if EU/EEA citizens move within the EU/EEA and plan to return within 7︌ years. Authorities shall be notified, but they shall not ask for securities. On application, the︍ return period can be extended for an additional five years. This rule allows one to︎ leave the country temporarily, return and then exit permanently with little or no exit tax️ if the value of the hidden reserves in the participation has decreased during the first period of absence.
Also, in case of a request for administrative cooperation, the destination states may have limited interest in investing resources to collect taxes for the departure state.