This is the most recent data available:
http://pewhispanic.org/files/factsheets/17.pdf
Fact Sheet
April 26, 2006
Pew Hispanic Center
A Pew Research Center Project
1615 L Street, NW, Suite 700 • Washington, DC 20036-5610 • Phone: 202-419-3600 • Fax: 202-419-3608
www.pewhispanic.org
Estimates of the Unauthorized Migrant Population for
States based on the March 2005 CPS

This one was interesting too:
Recently Arrived Migrants and the Congressional
Debate on Immigration
http://pewhispanic.org/files/factsheets/15.pdf