In 2012 according to the Us Peace Index the safest state to live in was Maine. This was followed by Vermont, with New Hampshire in third place. The most dangerous state was Louisiana. You can see the full list here.
The index is worked out on the basis of number of violent crimes, with murder as a separate category, number of people in prison, number of police officers as a proportion of the population and how easy it is to get a weapon. The idea is that the more police officers you have, the less crime you will get; and that states where there is very high ownership of small arms tend to have higher levels of gun crime.
Looking at the causes of the different levels of violence in different states, the researchers found that the main cause was poverty - by and large, though not entirely, the more peaceful states were not the poorest. You can read more about this here.