Cyprus, British Virgin Islands, Nevis, Andorra, etc
http://en.wikipedia.org/wiki/Tax_haven
Keep in mind that it's not an issue of depositing money - it's always an issue of getting it OUT.
Use a card? You're gonna get nabbed.
Wire it? You're gonna get nabbed.
Bringing it across the border 10k at a time? Possible, but inconvenient.
Try purchasing a house with a pile of cash - that ain't gonna happen either.