Mark Schill at New Geography posts an interesting map that confirms my post below. He writes:

Here’s a quick map of the newly released May 2009 metropolitan area unemployment numbers. On this map, color signifies the rate in May 2009 and size of bubble indicates the rate point change since May of last year. Green dots are below the national unemployment level of 9.1 in May, and red dots are above the national number.

Looks like you could draw a line from Phoenix to Savannah and hit towns that are all beating the national average in unemployment.