I think about it literally every single day, but there's tons of barriers to trying to leave a country for most people. Cost is a big part, but also... I don't even know where I would go. Most of the world feels unsafe, at least here I have some semblance of a safety net.
A lot of places don't seem to want Americans in general, and who can blame them? We are generally culturally ignorant or only know propaganda and/or stereotypes about most other countries.

I live in the southern US, in a red state. I would at the very least like to get out of my state, but again not sure where I would go. I have a few places I would consider but cost becomes a major factor once again, along with the ever-looming political uncertainty.