A recent Twitter study of WWE and UFC revealed that per capita, based on tweets mentioning the brand name, the best three states in the U.S. for WWE are New Jersey, New Hampshire and Connecticut. For UFC, the best three states are Nevada, Montana and New Mexico.
In the case of both promotions, their best states are ones that their headquarters are based out of (WWE in Connecticut, and UFC in Nevada). This means it's a metric most likely moved by talent and other employees within each respective company.
Geographically speaking, the best states for WWE (in no particular order) are New Jersey, Connecticut, Pennsylvania, Vermont, Maine, West Virginia, Kentucky, Colorado and Wisconsin. The worst states for WWE (also in no particular order) are Utah, Oregon, Kansas, Louisiana, Georgia and Alabama.