Some Protestant groups, like those represented by the conservative R.C. Sproul Jr and the Acton Institute, believe that even if the government does nothing but evil, one nonetheless is obligated to pay taxes to support it, because what the government does is not the responsibility of the people supporting it but the fault of the government itself. This is similar to but distinct from the material v.s. formal assistance issue discussed below.
Some Catholic groups, like those represented by the extremist Catholic Worker movement, support the refusal to pay taxes in many cases, in accordance with the rule of conscience. This is not technically different than mainstream Catholicism except that these extremist groups cultivate a spiritual culture that encourages members to question the fundamental aspects of their way of life and supports them even when mainstream society would (or does) condemn them, which makes the likelihood that members make choices like the decision to protest a government by refusing to pay taxes much more likely (since, whether or not they ought to morally, people will rarely take up stances that they know will ostracize them from their support network).
More official stances of the Roman Catholic Church tend to reference the differences between material and formal assistance and generally support refusal to pay taxes only as a method of opposing the whole of the government. Paying taxes to an immoral government is argued to be licit from several directions, including the mitigation of moral culpability do to duress (a weak argument), the distinction between material and formal support and vested interest in the public good (a strong argument when it applies), and the principle of double effect. In sum, Catholicism tends to support tax paying in general for most people living in most countries, but supports not paying taxes as a form of resistance in certain unusual circumstances. Basically "It depends". Again, the rule of conscience is the most typical method of actually determining answers within the Church, in combination with the Church's pastoral care and teaching authority.
Christian Pacifists, who oppose war unilaterally, often engage in war tax resistance. Many of them do so in legal ways, simply by reducing the amount of money they have below the taxable threshold (most Christian Pacifists live in countries where this is a thing). Such protestant denominations clearly believe that, at least in some cases, taxes ought to be denied to a government.
For most groups, this is a question of balancing the need to comply with righteous authority and serve the common good with the need to oppose evil and injustice in the world, it's just answered in different ways.