This may depend on how you compute the actual "return" for any given state, but my understanding is that Connecticut gets the least money from the U.S. government for every dollar it pays in taxes (something like $0.78), followed by New Jersey and New York.
The long-range trips that you describe are only part of the issue here. What makes the U.S. odd in terms of its transportation system is that nobody else in the world would even consider flying between two points as close together as New York and Washington, D.C. This is the kind of trip where even a regular train can compete with an airliner, and implementing high-speed service would extend the competitive range of that "short" trip even further (say, New York to Cleveland).
Yes, the problem is the government. After 9/11, any private railroad could have easily floated bonds to finance high speed tracks and enignes to serve the entire Northeast, and eventually the Ohio area. Meanwhile, Amtrak has just sat on their lazy asses.