A commenter recently opined that all taxes are immoral. It's a strange sentiment, mixing taxes and morality, but one that one hears a lot from the Randian right. Of course nobody enjoys paying taxes, but most of us figure that it's part of the deal of living in civilization - since nobody has figured out how to construct one without some form of taxation. Of course some utopian (or dystopian, depending on your point of view) theorists imagine they have, but unlike socialism, a similarly utopian theory, they have never been tried and thus received the salutary lessons of failure.
The online Dictionary of Etymology has this on the word "moral":
moral (adj.) Look up moral at Dictionary.com mid-14c.,
"pertaining to character or temperament" (good or bad), from Old French moral (14c.) and directly from Latin moralis "proper behavior of a person in society," literally "pertaining to manners," coined by Cicero ("De Fato," II.i) to translate Greek ethikos (see ethics) from Latin mos (genitive moris) "one's disposition," in plural, "mores, customs, manners, morals," of uncertain origin. Perhaps sharing a PIE root with English mood (1).
Meaning "morally good, conforming to moral rules," is first recorded late 14c. of stories, 1630s of persons. Original value-neutral sense preserved in moral support, moral victory (with sense of "pertaining to character as opposed to physical action"). Related: Morally.
Societies and religions usually have some expected codes of personal behavior. Plato and Aristotle made a try at codifying these, but study of diverse societies has shown that despite some important common threads, the details of expected, or "moral" personal behavior vary greatly. Moral codes are sometimes written down, and codes of laws generally put the state in the position of enforcer of moral codes.
Generally, moral codes govern personal behavior, how we treat others, how we should treat the gods. In Christianity, at least, quite a bit of energy is concerned with regulation of sex. That's hardly surprising, since the family is the basis of society, and regulation of the family is thereby fundamental.