How are we bound to the Law?

Don't know why I thought of it, but it's an interesting question though. Why should I follow the law?

Simple it's an level playing field to live in the country. OK, but is there an way out of it. If ever I decide I don't want to be part of any country, what are my options? Other than living in an isolated mountains or an island there is nothing else I could think of.

Any ideas?