It's a big map with a long list, and I was intrigued to see some interesting trends emerging. Early horror movies of the Fifties were of course often shot on studio sets. Apart from that, one would expect California to do rather well and so it does. The Fog, The Lost Boys, Invasion of the Body Snatchers (1978), The Howling, Poltergeist, and The Birds are a pretty strong hand.
That said, though, I feel New England, considered as a whole, racks up a very impressive panoply of blood-soaked mania and general weirdness. Rhode Island, for instance, offers Dead and Buried (1981), a neglected little gem for my money. Pennsylvania does rather well, with a list featuring Night of the Living Dead, The Sixth Sense, and The Blob.
In between I was surprised (probably due to sheer ignorance) that some states do so much better than others. But most have something good to offer, from Them! in New Mexico to Carnival of Souls in Utah. (No horror movies in Hawaii, though. Not even Hula Zombies.)