According to follow-up research due out in June 2009 from the American Journal of Preventative Medicine where you live can shape how you feel.
The county-by-county map above shows the percentages of residents who reported "Frequent Mental Distress" (FMD)—defined as 14 or more days of emotional discomfort, including "stress, depression and problems with emotion," during the previous month. Of note, Kentucky was the "saddest" state while Hawaii was the "gladdest".
Over 2.4 million adults were the subjects for this study from about mental health in America from 2001 through 2006. For more, read here
Strine, T. (2004). Risk behaviors and healthcare coverage among adults by frequent mental distress status, 2001 American Journal of Preventive Medicine, 26 (3), 213-216