If you have been here for a while, you probably already know that Switzerland does not work like a centralised country. Each canton has its own tax system, its own administration and, if you are a foreign national with a residence permit, changing canton involves more procedures than many people expect.
The first step is to notify your current municipality of your departure and register with the new one within 14 days of your move. This is not optional: it is a legal obligation. If you hold a permit B or C, the new cantonal migration authority will take over and issue the corresponding permit for the new canton. For EU/EFTA citizens the process is straightforward, but you need to initiate it yourself.
One important point to know: if you hold a permit B and are receiving unemployment benefits (chômage/RAV), you cannot change canton freely. The law requires that you are not unemployed to exercise this right of mobility. The RAV office in the new canton will verify this, and if there is no communication with the one in the canton of origin, the transfer will be blocked.
As for taxes, if you move mid-year, you pay cantonal taxes proportional to the time spent in each canton. For those taxed at source, the new rate applies from the month following the change of domicile. The differences between cantons are significant: Zug, Schwyz or Nidwald have much lower rates than Geneva, Berne or Vaud. It is not uncommon for someone to consider moving for purely fiscal reasons.
Health insurance does not change automatically, but premium prices vary by canton of residence. It is a good time to compare.
In short: it is possible, the process exists and works. But it does not happen by itself.