Maryland and Hawaii have the highest ratio of millionaires ($1 million or more in investible assets) to total state population, according to a report by Phoenix Affluent Marketing Service (via the Wealth Report). California was pretty high up there. Here's the ranking:
Hawaii -- 6.93%
Maryland -- 6.79%
New Jersey -- 6.69%
Connecticut -- 6.65%
Massachusetts -- 5.98%
Alaska -- 5.97%
Virgina -- 5.94%
New Hampshire -- 5.79%
California -- 5.66%
Washington, D.C. -- 5.53%
The millionaire populations and millionaire densities of Hawaii, Maryland, New Jersey, California and New York increased in 2010 from 2009. That suggests that the states gained more millionaires than they lost.