Where states and regions rank? BEA releases 2004 Gross State Product for Motion Pictures
The first link is the raw data from the BEA sorted by state and region alphabetically from 2000-2004. 2005 has not been released as yet. The links below that are then sorted by highest gross state or region decending for each respective year. It should be no surprise that California and New York and their respective regions rank highest for all years: