I would be interested in seeing the "healthiest state" rankings, but that data is not in the link.

New Mexico is #48 in the "smartest state" list, yet we are hardly a red state. The governor and most of the state legislature are Democratic and the Congressional delegation is mixed. The state did (barely) go for Bush in 2004. "Smart" has less to do with intelligence in this case than it has to do with the fact that we have a very high percentage of immigrant children whose first language isn't English, a need to educate them in both basic subjects and the language, and a low per-capita income and a small tax base outside the major population areas.