If the U.S. Is So Rich, Why Isn't It Happier?

My guess: Because it is very big and very diverse. America almost certainly does better than the average of the EU. Does anyone know of a source of state-by-state happiness data? Because I figure Minnesota, were it a country, would rank right near ethnically similar but even more homogeneous Norditopian countries. (New state slogan: “Minnesota: Rich as Norway, happy as Denmark!”) Mississippi would rank, I figure, right around Italy.