Scriptural support for non-involvement in gov’t

Shew me the tribute money. And they brought unto him a penny. And he saith unto them, Whose is this image and superscription? They say unto him, Caesar's. Then saith he unto them, Render therefore unto Caesar the things which are Caesar's; and unto God the things that are God's. (Matt 22:19-21)

If we are to give our money to Caesar because his image is on it, ought we not to give ourselves unto God, whose image is on us?

Jesus answered, My kingdom is not of this world: if my kingdom were of this world, then would my servants fight, that I should not be delivered to the Jews: but now is my kingdom not from hence. (John 18:36)

Christians are not to work by coercion, which is the very means by which the state works.

As for your comment on anarchy

In case you didn’t know, Mexico is no anarchy. What we need is a free market society.

In any case, states will exist until God destroys them in the end.