Below is a data visualization of pedestrian accident fatalities represented by circle size by each state. The data comes from the NHTSA and this is their most current data from 2011. Going by the number of fatalities, California is the most dangerous place to be a pedestrian with 625 pedestrian fatalities out of the 4,432 total in the U.S.
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State

Pedestrian Fatalities

California 625
Florida 490
Texas 421
New York 287
North Carolina 160
Arizona 147
Pennsylvania 147
New Jersey 142
Michigan 138
Illinois 134
Georgia 130
South Carolina 113
Ohio 104
Maryland 102
Louisiana 88
Tennessee 80
Alabama 79
Missouri 75
Virginia 73
Washington 64
Indiana 61
Massachusetts 58
Wisconsin 57
Kentucky 50
Mississippi 47
Nevada 46
Oregon 46
Colorado 45
Oklahoma 43
Arkansas 42
New Mexico 41
Minnesota 39
Utah 30
Connecticut 26
Iowa 25
Hawaii 23
West Virginia 20
Delaware 18
Montana 15
Kansas 14
Rhode Island 14
Maine 10
Alaska 9
Idaho 9
North Dakota 9
District of Columbia 8
Nebraska 7
South Dakota 7
Wyoming 6
New Hampshire 5
Vermont 3