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: Construction and related workers, all other

Click on state name to filter.
State Jobs Average
Salary
Rank
Alaska 400 $46,340 1
California 6,880 $40,540 2
New York 810 $39,630 3
Nevada 510 $39,140 4
Pennsylvania 610 $38,440 5
Oregon 650 $38,090 6
Indiana 930 $37,100 7
New Jersey 2,080 $36,270 8
Rhode Island 130 $36,090 9
Washington 1,230 $35,670 10
New Hampshire 760 $35,310 11
Michigan 1,880 $35,180 12
Connecticut 470 $34,310 13
Colorado 590 $34,080 14
Minnesota 890 $33,470 15
Ohio 3,030 $32,680 16
Tennessee 660 $32,460 17
Idaho 170 $31,150 18
Arizona 950 $31,090 19
Texas 1,270 $30,750 20
Maryland 420 $30,730 21
Missouri 920 $30,160 22
Iowa 640 $29,860 23
North Dakota 110 $29,710 24
Oklahoma 240 $29,300 25
Louisiana 480 $29,270 26
Wisconsin 770 $29,060 27
North Carolina 570 $28,450 28
Florida 18,440 $28,240 29
Georgia 820 $27,880 30
Wyoming 260 $27,540 31
New Mexico 110 $27,440 32
Arkansas 950 $26,780 33
Kansas 100 $25,130 34
Alabama 720 $25,100 35
Kentucky 510 $24,060 36
Puerto Rico 190 $23,770
Utah 220 $21,500 37