Utah boasts the second largest percentage of climbers in the country, according to an outdoor recreation participation and spending study by the Outdoor Industry Foundation in a poll conducted in 2001 and 2002. The study claims that nearly 90,000 Utahns, or 5.6 percent of the population, climb on natural rock as sport. The same number of climbers claim to use artificial walls to hone their skills without leaving the city.
I couldn't find out which state was #1. But here's the site: