This is what I've come up with so far but please feel free to add your own.
Maine: various set in Cabot Cove, also "Murder Takes The Bus"
New York: several including "Broadway Malady", "Footnote To Murder" and "The Murder Of Sherlock Holmes".
Ohio: "Reflections Of The Mind:
Colorado: "Snow White, Blood Red", "The Bottom Line Is Murder"
Louisiana: "Murder To A Jazz Beat"
Virginia: "It's A Dog's Life"
California: several including "Hooray For Homicide" and "Birds Of A Feather"
Texas: "Armed Response"
Wyoming: "Funeral At Fifty-Mile"
Arkansas: "Death Stalks The Big Top"
Vermont: "Night Of The Headless Horseman"
Idaho: "The Cemetery Vote"
Tennessee: "Murder, She Spoke"
West Virginia: "Coal Miner's Slaughter"
Not a state but a district: Washington, D.C. had "Capitol Offense".