There currently isn't a report that shows this by default. There is one in the works, but until that is finished you may modify the Sales by Customer report to get what you need. Follow the instructions below.
- Navigate to Reports → Sales by Customer Detail.
- Click on the Settings button.
- Click the Grouping tab.
- Click Add.
- Scroll down the field list until you see the first field called Document.
- Click the + sign that is next to the field name.
- Click the + sign next to the second "Ship To" in the List
- In the expanded list under Document, find and double click Region/State.
- Click Finish editing.
- Click Run Report.
The Sales by Customer Detail report