The rural American Midwest can also be quite inexpensive. Of course, you have to put up with harsh winters, hot and humid summers, poor secondary education, living 3 hours away from the nearest natural grocer (though maybe you can raise your own chickens and grow organic food) and conservative politics. I do find the bucolic landscapes and slower pace of life appealing at some level, however.
Even in Vermont, a lot of the rural area is conservative. Consider that ~1/3 of the population lives in the Burlington Metro area, add in a bunch of other small college towns that are more liberal and you can see why Vermont votes more liberal. Indeed the rural parts are probably more liberal than other parts of the country, but you'll still see quite a few trump signs and places the vote strictly Republican/More Conservative. Even our Governor is Republican (although rather left for a republican). Take a look at how towns voted in the last Presidential Election: https://electionarchive.vermont.gov/elections/view/82048/
Although only one county in the state, Essex, went for Trump--which is in the extreme northeast of the state and, unsurprisingly, is the poorest county in the state.
I guess the basic algorithm for finding the most rural progressive places in the US would then require selecting the most rural liberal counties[1] that are also in liberal-led states.
As another European, I'm not sure this is just an American thing (though it's maybe more pronounced there). Most European countries also have some degree of urban/rural political divide, with rural being farther right.
Even here in Ireland where we don't really do extremes of politics anymore (we don't have a hard/nationalist right in the same way many places do) there was a double digit percentage difference on the abortion and same-sex marriage referendums between rural and urban areas.
Best you could hope for would be a small college town in an otherwise rural area (Or Vermont, as you say, though I'm not as familiar with the details of their politics). Even in the most liberal US states, once you leave the urbanized areas conservative views dominate. OTOH, even the most conservative states have liberal cities or at least liberal neighborhoods.
Liberal/Conservative in the US is very much an urban/rural divide at this point.
Maybe Vermont? Speaking for Colorado since I live here, apart from the urban "Front Range", Colorado is incredibly rural. One county to the west of Boulder (where I live) is Grand county (the size of the American state of Delaware) with a population of 15,000 people. Apart from the ski towns, rural Colorado is definitely on the conservative side of the spectrum, politically.
There are parts of states that voted for Clinton in 2016 that are pretty rural, but the rural parts (including in California) tend to be more conservative than the main cities, as in the case of Colorado.
I doubt you'll find many rural counties in the US that went strongly for Clinton (as a proxy for liberal). That said, the area around many college towns--quite a few of which are pretty rural by big city standards--are often more liberal than elsewhere.