This Film.com feature, which labels the most iconic film from each state is a pretty brilliant idea, but the execution is too modernly skewed.
There are the slam dunks, Gone With the Wind - Georgia, The Wizard of Oz - Kansas, Rocky - Pennsylvania, etc, but picking There Will Be Blood for Texas doesn't work for me since anyone who loves that film as much as I do knows that it's set in California, yet shot in Marfa, Texas (the same location as No Country for Old Men, which actually - you know - takes place there.)
The Town for Massachusetts? No thanks. Mulholland Drive for California makes sense and it's a great film, but I think Zodiac, with that stunning digital cinematography, bears the fabric of the state more convincingly. And there's no question that I'd take Stakeout over Sleepless in Seattle, but that's just me.