One way to look at this is to consider their GDP, which has been done in this map where the individual states are replaced by countries with similiar GDP.
California is the largest (similiar to France, #8 in the World)
Wyoming is the poorest and compares to Uzbekistan (#101 in the World)
My adopted home of Norway is the same as #28 Minnesota
The UK is #7 in the World and marginally bigger than California
Interestingly the GDP of the whole of Europe is almost idenitical to the USA ($13.7 vs $13.2 billion).