This was generated at http://www.bighugelabs.com/. The user can select the World, the USA, Europe, Asia, Middle East, South America, or Africa. You just click on the boxes and it shows the states for the subject you select.
My wife's ancestors lived in these states:
Thank you to Becky Jamison for the example on her Grace and Glory blog. The first "find" on this today was Sheri Fenley on The Educated Genealogist blog, I think.