A very cool user-written program ("maptile") allows Stata users to generate maps that present state-, county- or zip-code-level data. For a list-serv discussion of (and links to) the mapping software click here. The mapping software even has its own website with additional information and links (here). I just completed downloading the software and, within minutes, was able to replicate (below) a U.S. map of percent Urban population (drawn from 1980 Census). Those who work with state data might find this mapping software helpful.