Just looked up the rather grim stat around which US states have suffered the most mass shooting incidents in the past 40 years.
23 California
12 Texas
12 Florida
8 Colorado
7 Washington
5 Wisconsin
5 Illinois
5 Pennsylvania
5 New York
4 Maryland
4 Ohio
Quite a lot of more liberal-leaning states, surprisingly. Although I guess the fact that they're more densely populated in general would make it more statistically likely that you'd see a mass shooting in California or Washington over, say, Kansas or Alabama.