The Census has calculated the Gini coefficients — the standard measure of income inequality — for each state, and the results aren't necessarily what you'd expect:
The dark purple areas are highly unequal and the light blue ones highly equal. New York is the most unequal state, followed by Connecticut, Louisiana and New Mexico (a motley crew if ever there was one), and Wyoming, Alaska, Utah, Hawaii and Vermont are the most equal. To some extent, this is a rural/urban divide. New York City has both a lot of poor people and a few extravagantly wealthy people, whereas there's no metropolis in Wyoming full of extremely rich folks. More generally, top earners tend to live in cities, as do the poor, so it makes sense that urban areas would be more unequal.
How has this changed since the recession hit? I computed how much the Gini coefficient changed for each state between 2008 and 2011 to find out. The red states saw inequality rise and the blue ones saw it fall, with darker colors indicating larger rises/falls:
(Census map via Taegan Goddard)