NYFed:Dynamic Maps of Nonprime Loan Conditions

Map (click to enlarge) showing that as of June 2007, 47% of subprime mortgages in California were low or no documentation (highest in the country).

Dynamic map showing that 19.4% of subprime mortgages in Florida were in foreclosure in June 2007 (highest in the country).

More dynamic maps available here from the NY Fed, you can search by 12 criteria (subprime mortgages per 1000 housing units, share of subprime loans that are ARMs, share of subprime loans in foreclosure, etc.), and can search geographically by zipcode. Also, state-level data in Excel is available here.