A fascinating study (pdf link) by Peter J. Rentfrow, Samuel D. Gosling, and Jeff Potter looks at the geographical variation of
"the big five" personality traits: Extraversion, Agreeableness, Conscientiousness, Neuroticism, and Openness. From the abstract:
Volumes of research show that people in different geographic regions differ psychologically. Most of that work converges on the conclusion that there are geographic differences in personality and values, but little attention has been paid to developing an integrative account of how those differences emerge, persist, and become expressed at the geographic level... We present a theoretical account of the mechanisms through which geographic variation in psychological characteristics emerge and persist within regions... Results provided preliminary support for the model, revealing clear patterns of regional variation across the U.S. and strong relationships between state-level personality and geographic indicators of crime, social capital, religiosity, political values, employment, and health.
So by looking at the distribution of personality traits, we may be able to discover something about broad social factors like health, crime, and economic development. The authors place their work in the context of the long history in anthropology of describing personality differences among nations, but their work is focused on regions within the United States. The paper includes five maps of their results, clsasifying states by quintile, and I can't resist posting all five of them. The first shows extraversion:

Extraversion is generally associated, as the authors say, with "sociability, energy, and health." And the study found that states with higher levels of extraversion tended to be the states with higher levels of social involvement, such as participating in clubs and hanging out at bars. (They note, though, that it didn't correlate with the amount of time spent with friends; thus, "individuals appear to spend more time socializing in states where E is high than they do in low-E states, but their socializing is apparently somewhat indiscriminate and is not restricted to close friends.") You can clearly see the most extraverted states are in the Upper Midwest and northern Plains and parts of the South - and, a bit to my surprise, in the mid-Atlantic region. (And does anyone have a good explanation for Maine?) Another interesting note: state-level extraversion is positively correlated with robbery and murder rates.

Agreeableness "reflects warmth, compassion, cooperativeness, and friendliness." The authors found that high levels of agreeableness in states correlated with social involvement and religiosity. It was also positively correlated with spending time with friends and having guests over, but negatively with going to bars and joining clubs. Highly agreeable states also had fewer deaths from cancer and heart disease. Among the researchers' unpredicted findings was that these states also have a disproportionate number of artists and entertainers (which is a bit surprising just looking at the map).

Conscientiousness at the individual level "reflects dutifulness, responsibility, and self-discipline [and] it is positively associated with religiosity" and health-promoting behavior. The study found that conscientiousness had a positive correlation with religiosity at the state level and a slight correlation with the amount of exercise people did. Conscientiousness was also negatively correlated with going to bars and, for some reason, with frequency of having guests over. You can see that high-conscientiousness states tend to cluster in the Plains, the Southwest, and parts of the Southeast; the northeast is very unconscientious, evidently.

Neuroticism is characterized by "anxiety, stress, impulsivity, and emotional instability and is related to antisocial behavior, poor coping, and poor health." Unsurprisingly, the study found that highly neurotic states had lower rates of exercise, higher rates of disease, and a shorter life expectancy. In these states, people are less likely to join clubs and spend time with friends. The geographic clustering of neuroticism is strong: it's prevalent in the Northeast and much of Appalachia, and, for some reason, in the states of the lower Mississippi Valley. The West is decidedly less neurotic than the East, you may be unsurprised to hear.

Openness "reflects curiosity, intellect, and creativity at the individual level." The researchers predicted that highly open states would have high levels of liberal values, and a disproportionate number of people in the "artistic and investigative professions," and that is indeed what they found. People in these states are more tolerant of homosexuality, more likely to support legalization of marijuana, and more likely to be pro-choice. However, more open states tend to have lower rates of social involvement. and are considerably less religious. These states cluster on the West Coast and in the Bos-ny-wash megaregion, with a more scattered distribution elsewhere.
But why do these regional differences exist in the first place? The paper proposes a number of possible reasons, including selective migration (e.g., an open personality type moves from their dull Kentucky town to a "creative capital" like New York City or the Bay Area); social influence (a certain personality trait becomes more predominant in a given region simply be re-inforcing itself through repeated exposure to individuals, creating a self-perpetuating cycle of reinforcement); and environmental influence (people in cold, dreary climates like the Pacific Northwest or New England might be more prone to depression, or less aggressive).
It's fascinating stuff, and there's lots more in the (rather long) paper. The topic could be the subject of just about endless study and debate. And a natural next step would be to extend this study across countries - wouldn't maps like this of Europe or Asia be fascinating?