USDA's Economic Research Service has released The U.S. unemployment rate in 2010 (the latest full year of data available) was 9.6%. North Dakota experienced the lowest rate, at 3.9% while Nevada had the highest rate at 14.9% unemployed. Generally speaking, the country's midsection has some of the lowest rates, while coast states have some of the highest rates of unemplyment.
This map is part of the State Fact Sheets on the ERS website. Both state and county-level unemployment data are available.