Sweden is up there with the other Scandinavian countries as well.

Sweden will even give the parental leave RETROACTIVELY to immigrants that are moving to Sweden after the child is born but is not yet 7 years old. So if you move to Sweden with 3-4 kids, the mother (or father) can stay at home several years - with pay. An immigrant to Sweden with 3 children will receive 20.000 SEK per month [~3000 USD] for staying at home, taking care of her kids. [Source: http://fmalm.blogspot.se/2012/09/vandringshistoria-pa-natet-...]

Now do you see why Sweden has the world's highest taxes?