New York Is One of the Most Fun States in the Country Living in New York, we complain about a lot. The taxes, the weather, the smell, but there's one thing we can't complain about. And that's the fact that we live in one of the most fun states in the US. This isn't just a fact we're making up off the top of our heads. WallHub.Com collected all the data and guess what? New York is the 4th most fun state in America. How in the world did they come up with that information? Lets break it down for you.