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: Psychiatrists

Click on state name to filter.
State Jobs Average
Salary
Rank
Colorado 650 $183,320 1
New Jersey 880 $176,140 2
Kentucky 240 $175,300 3
New Mexico 130 $172,860 4
Indiana 400 $165,580 5
Arizona 140 $164,750 6
Rhode Island 130 $163,830 7
Oklahoma 140 $163,250 8
Iowa 160 $162,050 9
Georgia 160 $158,180 10
Minnesota 380 $157,290 11
Missouri 510 $155,620 12
Michigan 350 $151,210 13
Connecticut 370 $151,060 14
Hawaii 120 $150,610 15
Massachusetts 1,020 $150,460 16
Virginia 480 $149,200 17
Ohio 700 $148,350 18
Tennessee 290 $148,340 19
Alabama 140 $147,600 20
Wisconsin 380 $147,120 21
North Carolina 320 $146,910 22
Florida 600 $142,760 23
Washington 730 $140,390 24
West Virginia 240 $140,290 25
Mississippi 100 $137,100 26
Maine 180 $135,150 27
Texas 1,140 $133,940 28
Nebraska 150 $132,360 29
Pennsylvania 1,390 $131,840 30
New York 3,150 $129,190 31
Utah 180 $126,980 32
Vermont 140 $125,730 33
District of Columbia 370 $111,070 34
Illinois 560 $108,060 35