Perkins Coie, a US law firm, has produced a handy-dandy chart showing the US laws that require notification of security/privacy breaches:
Perkins Coie: Security Breach Notification Chart:
"This chart provides information regarding security breach notification legislation which has been enacted in U.S. jurisdictions. The pioneering statute on this issue, California's Security Breach Notification Act (Senate Bill No. 1386), is used as the baseline for comparisons herein. "
It looks like it is a client bulletin, so I do not expect it will be updated (at least not at this link).