The National Campaign Against Dirty Power has an interactive map showing the annual deaths per 100,000 adults attributable to the pollution coming from power plants. The statistics are based on research done for the EPA (PDF). Unsurprisingly, areas which rely heavily on coal power fare the worst.
The interactive map has a couple of key features. You can click on a state for specific information on emissions and health, as well as links to source data and policy recommendations. Some state maps include information for particular urban locations, such as Los Angeles and Houston. You can also see the effects of implementing the various proposed clean air plans, from the administration's "Clear Skies" program (which helps, but not by much) to "faithful implementation of the Clean Air Act" (which helps a bit more) to the "Clean Power Act" proposed by Senators Jeffords, Lieberman, and Collins (which has fairly dramatic results).
A PDF listing the key emissions provisions of each proposal can be found here.
The hydro powered Pacific NW has the lowest deaths from dirty power. While a debate rages over saving salmon (and how to count them even) we still wouldn't trade our dams for 30+ deaths per 100,000 for them.
Hydro is the world's best and cleanest energy source in mass use, OR and WA deserve to be proud.
Notice how there is a big jump along each eastern state border from Colorado on? The prevailing winds across th midwest are west to east, so states tend to situate their coal and gas burning plans along the eastern border of their state, polluting their neighbor. Especially check out the Ohio river valley area and what it does to W. Virginia.