In this question, higher altitude launches are discussed, but no one seems to address fuel consumption.
Let's take the Saturn V for example. A Saturn V rocket on the launch pad weighed approximately 3,350 tons. With the launch at sea level, it took about 39 seconds to reach 2200 m (the altitude of Santa Fe, New Mexico). At approximately 15 tons of fuel per second, the Saturn V consumes 585 tons of fuel (17.5% of its launchpad weight) just to get to an altitude that we can reach with a train.
There are other high altitude cities in the U.S., some of which are near the ocean (if that's needed). Even a not-so-high city like Salt Lake City, Utah saves the Saturn V 31 seconds of burn time and 465 tons of fuel.
I've heard arguments about transporting parts and fuel, but remember that a lot of these things were already shipped across the country just to put them in Florida.
So, from a weight and fuel consumption standpoint, why do we not attempt more high altitude launches?