The Associated Press has published an interactive "Economic Stress Index" map. You can scroll over it and get "stress" levels (unemployment, foreclosures, bankruptcies) for any county in the U.S.
The western Tennessee area is being hit a little harder than the national average, though, surprisingly, Shelby County is doing relatively well in comparison to some nearby counties. Perry County in west-central Tennessee, for example, is the state's most "stressed," with an unemployment rate of more than 25 percent. By comparison, Shelby County's unemployment rate is listed at 8.9 percent. Shelby's foreclosure rates and bankruptcy rates are higher, however.
Upstate Michigan appears to be the region suffering the most, along with certain counties in California, Oregon, and Alaska. I hope the AP updates this graphic periodically. It's a useful comparative tool.