Jim Gimpel has a map that shows that Americans without health insurance are not evenly distributed across the country:

Clearly the South and Southwest stand out on this map as areas where the uninsured are highly concentrated. In the Deep South states, across counties, the percentage uninsured runs 5.5 percent higher, on average, than everywhere else in the nation. In Texas and Oklahoma, the percentage uninsured runs 10 percentage points higher than elsewhere.

In the Southwest and Western U.S. the percentage of uninsured residents is also very high, partly due to large uninsured immigrant populations (both legal and illegal). Immigrants are about 2.5 times more likely to be uninsured than natives. An estimated one-third of Latinos are without health insurance, the highest rate for any ethnic group.

The map is based on 2005 census results, and shows uninsured Americans under age 65 (those older than 65 have government coverage). Via Andrew Sullivan.