Hockey is much more popular in the Northern States as opposed to the Southern. All just depends on where you are I guess. Winning teams tend to develop a good market, Los Angeles was able to, Boston has a huge hockey market, places like Detroit, Chicago, Pittsburgh, Philadelphia etc. The whole State of Minnesota is big on hockey, just as all of Canada is. There are a ton of struggling markets too, though, Phoenix comes to mind right away, I believe New Jersey has been on a decline, Florida etc.
Baseball is America's national sport though. It's not that people don't like hockey, it's more that people are generally more interested in Baseball, Football and Basketball.