Interesting.
A friend of mine's parents bought a house in Florida... they do all their working and investing here in VA... but he claims FL residency (to be fair he lives down there probably 4 months a year). He also has his cars and what not registered in FL
He will still receive a W-2 if he isn't self-employed for Virginia. He will still benefit from all other Florida tax laws however.
I received a W-2 this year from both CT and NJ but hold residence in NY.