It used not be a lot more nuanced and varied, now its become like the situation in most other modern nations, with conservatism dominating in terms of land size (though for social rather than economic reasons, in the UK its the ruralities that have most of the wealthy people in).
Actually, I would say that the situation in the US is quite extreme compared to other countries. As a statistics geek I plotted the democratic lean in each state against the 10-logarithm of its population density. The correlation is very strong, with an R2-value of 43 % (i.e. 43 % of the lean could be explained by the population density).
I did similar checks with the bundesländer and departements of Germany and France and the correlations were in general very week. If you look at just England you might get something similar to the US, but not if you look at the UK as a whole (as Scotland and Wales "destroy" the trend).
I would guess that the difference is related to the fact that the parties in the US are socially conservative vs liberal, whilst in Europe with many parties that cater to different economic and social interest the split between socially conservative and liberal parties is less clear and less relevant to the voters.
