Mostly in the east and the south, as it turns out. Here’s a a map from NASA’s Socioeconomic Data and Applications Center.
Compare that to this more granular depiction from WorldPop. The density in the east really stands out.
For good measure, here are the major cities, again from SEDAC. They might have picked a color scheme that looked less like a case of the measles, though.
If you’d like to make yourself feel better after looking at this, check out the Racial Dot Map of the US, which is an absolutely stunning visualization of population data.