Bush is from Maine, but he owns a residence in TX for tax purposes. Cheney is from WY although he also owned a residence in TX for tax pusposes until he was obligated to sell it in order to qualify to run as Bush's VP.
The Bush's own a summer home in Maine. The Bush's moved to Texas in the first half of the previous century, and currently live in Houston. Bush was elected to Congress from Houston almost 40 years ago.
Cheney was elected from Congress from Wyoming, but in 2000 was living in Dallas where Halliburton was headquartered at the time.
Neither Wyoming or Texas have an income tax.