This is a very exciting film with tons of great chase and fight sequences. (crunchonthis.com)
Some other alternates: «Petrified Forest» for Arizona (an oldie), «The Producers» for New York, «Good Will Hunting» for Massachusetts (though largely filmed here in Toronto), «Zack and Miri Make a Porno» for Pennsylvania (the western part instead of Philly), «Bullitt» for Califormia (great chase scene in SF), «Fried Green Tomatoes» for Alabama (timeout.com)
Low - key and charming, but with a few great chase sequences, the film also features Audrey Hepburn in one of her first roles. (theendofcinema.net)