From the Wall Street Journal (WSJ):

Unemployment was lowest in Nebraska (2.5%), Utah (2.7%), South Dakota (2.9%), New Hampshire (2.9%), Idaho (3%), Vermont (3.1%), Alabama (3.3%), Montana (3.7%) and Oklahoma (3.7%).

All are governed by Republicans, except Vermont, which has a GOP Governor and Democratic Legislature.

By contrast, the states with the highest unemployment are all run by Democrats: Connecticut (7.9%), New Mexico (7.9%), Nevada (7.8%), California (7.7%), Hawaii (7.7%), New York (7.7%), New Jersey (7.3%) and Illinois (7.2%).

Mere coincidence?