I am not into the UFOs and Roswell conspiracy, I just though this map is pretty interesting. It will be nice to find a good explanation for this statistic.
I am pretty sure lots of people have looked into this question, but I will add my two cents by showing the map of each state’s population (below). If you look at the darker areas, they align fairly well with the above map. Visually, it seems that more populated states have more sightings. Considering that the percentage of people “buying” into the whole UFO story is about the same across the country, this is quite an expected observation.