Continuing our upward trajectory in the middle of the alphabet, living in Massachusetts will probably cost you a tiny bit more than living in Maryland. This is really all about geography; the northeast of the country is the most expensive area to live in, and you can't get much more northeasterly than Massachusetts. You also better think about finding a partner to share your life with before you move here - the average income for one person in the state is below the living wage we've listed here.
Massachusetts is, of course, where the Mayflower landed, and so you could make a strong argument that it's also where the story of modern America began. It's also where the fight for independence began; the Boston tea party happened here, as did the first ever public Thanksgiving celebration. No wonder they call it the 'State of Firsts.'