This chart uses data from the US Bureau of Labor Statistics's Quarterly Census of Employment and Wages, “a quarterly count of employment and wages reported by employers covering 98 percent of US jobs, available at the county, Metropolitan Statistical Area (MSA), state and national levels by industry.”
Why does the average annual wage in the District of Columbia outshine that of each individual state by such a large margin? Could it be that DC has the highest cost of living, or the highest concentration of certain high-powered professions, or the most generous employers? The amount of data included in this census is staggering — I'll leave it to the economists to figure all that out.
Hover over a state's bar to see its average annual wage for 2014.