Finland and Northwestern Europe in general are good examples. This region is the world's most prosperous, and they all have high taxes.
The top ranking countries on the HDI are all what we would call "socialist":
1 Norway
2 Sweden
3 Australia
4 Canada
5 Netherlands
6 Belgium
7 Iceland
http://hdr.undp.org/statistics/data/...dic_8_1_1.html
The US comes in at 8.