That's according to a Gallup self-reporting happiness survey.
Broadly speaking, there seems to be a "High Plains and Rocky Mountain High" stretching across much of the West. The Ozark/Appalachia Belt of Sorrow captures most of the down states. Not surprisingly, Hawaii has nothin' but sunshine.
Without further ado, Tom Waits' Emotional Weather Report.
Hat tip: Will Wilkinson, who abjures that happy states are all alike.