Here's a different take on the Bureau of Labor Statistics Employment and Wage estimates page. I've downloaded all the data and ranked states (for every occupation with at least 100 workers).

You can use the drop-down menus to filter by state or by occupation.

Occupation Selected: Mechanical engineers

Click on state name to filter.
State Jobs Average
Salary		 Rank
District of Columbia 550 $89,280 1
Hawaii 440 $84,070 2
Alaska 330 $83,280 3
New Mexico 1,070 $83,250 4
Massachusetts 6,670 $82,930 5
New Jersey 5,640 $81,840 6
California 23,220 $81,790 7
Rhode Island 1,190 $81,180 8
Delaware 430 $78,390 9
Maryland 4,350 $77,760 10
Texas 16,010 $77,570 11
Washington 4,440 $76,820 12
Virginia 7,020 $76,530 13
Colorado 3,070 $75,860 14
Arizona 4,920 $75,390 15
Alabama 3,910 $74,460 16
Michigan 21,080 $73,790 17
Nevada 960 $73,210 18
Utah 2,440 $72,780 19
New Hampshire 1,430 $72,510 20
New York 9,170 $70,920 21
Connecticut 5,860 $70,180 22
Pennsylvania 9,210 $70,150 23
Oregon 2,230 $70,070 24
Kansas 2,400 $69,410 25
Oklahoma 2,040 $69,350 26
Louisiana 2,200 $69,270 27
Georgia 2,960 $69,200 28
Maine 620 $68,720 29
North Carolina 3,830 $67,110 30
Florida 5,660 $67,090 31
South Carolina 3,220 $66,790 32
Nebraska 760 $66,760 33
Wyoming 190 $66,750 34
Illinois 8,340 $66,730 35
Minnesota 5,220 $66,620 36
Indiana 7,050 $66,410 37
Tennessee 3,570 $66,380 38
West Virginia 510 $65,730 39
Iowa 2,530 $65,580 40
Ohio 11,130 $65,380 41
Wisconsin 7,250 $65,110 42
North Dakota 410 $64,970 43
Missouri 3,240 $64,710 44
Vermont 340 $64,680 45
Montana 300 $63,490 46
Kentucky 2,450 $62,240 47
Arkansas 1,240 $61,880 48
South Dakota 350 $61,640 49
Puerto Rico 480 $61,020