Here is an interesting article and map showing the largest employers in each state. Here in California it is the Naval Station in San Diego with 42,951 employees.
SoCalGIS.org
Southern California Government GIS User Group – Working together locally in GIS
SoCalGIS.org 
That can’t be right. LA County by itself has 100,000 employees – the State of California may have more …
They used data from here: http://www.acinet.org/State_Intro.asp which is a database sponsored by the U.S. Department of Labor.