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: First-line supervisors/managers, protective service workers, all other

Click on state name to filter.
State Jobs Average
Salary		 Rank
Alaska 120 $59,870 1
Virginia 1,240 $52,110 2
Rhode Island 110 $50,670 3
Connecticut 650 $49,490 4
New York 4,590 $49,170 5
Arizona 720 $49,160 6
Minnesota 1,240 $48,600 7
Washington 840 $48,510 8
Illinois 2,110 $48,200 9
Iowa 230 $47,980 10
District of Columbia 430 $47,390 11
Massachusetts 1,030 $47,210 12
Wyoming 150 $47,170 13
Maryland 1,010 $47,110 14
Texas 2,370 $46,850 15
Arkansas 200 $46,400 16
South Carolina 480 $45,950 17
Michigan 1,170 $45,930 18
New Hampshire 170 $45,560 19
Hawaii 300 $45,550 20
New Jersey 2,360 $45,290 21
California 6,060 $44,860 22
Missouri 680 $44,660 23
Nebraska 180 $44,300 24
Colorado 700 $44,220 25
Wisconsin 420 $44,050 26
Delaware 100 $44,040 27
Idaho 100 $43,950 28
Ohio 1,340 $43,930 29
Maine 110 $43,500 30
Florida 2,280 $42,660 31
Indiana 750 $41,460 32
North Carolina 1,360 $41,450 33
Georgia 1,270 $40,990 34
Nevada 1,510 $40,760 35
New Mexico 220 $40,700 36
Louisiana 560 $40,670 37
West Virginia 140 $40,210 38
Tennessee 630 $40,090 39
Utah 320 $39,180 40
Oklahoma 160 $38,950 41
Mississippi 500 $38,460 42
Kansas 270 $37,390 43
Oregon 580 $37,190 44
Kentucky 720 $35,750 45
Alabama 630 $34,770 46
Puerto Rico 1,020 $21,710