That is a map of mental distress in the U.S. (darker shading indicates more distress), posted at Gene Expression by Razib. Kentucky is the most mentally distressed state, and Hawai'i the least. I wonder what explains the high levels of distress in southwest Wyoming and northwest New Mexico.
There appears to be a lot going on here, but I'd guess that mental distress correlates strongly with poverty. Here's a map of poverty in the U.S.: