I looked around and didn't see one, so I decided to build it.
A heat map helps the user visualize data in the form of color on a map. If California sells a lot more widgets that Nevada, then California will have a different color (or different shade of color) than Nevada.
So far my Control allows the programmer to create a chunk of data using the State Code (exe, 'CA', 'NV') with corresponding values (ex. $10,540.00, $3,430.00) and assign the data to the control. The programmer can then choose the Base Color of the Map. With that information, the Control divides the color into 10 different shades with a corresponding value range for each shade (ex. Dark Blue represents sales between $10,000 and $12,000, Med Blue, sale between $6K and $8K, Light Blue $2K and $4K, and all in between). The Control then colors each State in the Union with it's corresponding shade.
If you hover over a State, it will display the States actually value. If you hover over the Color Key at the bottom, it will show you the value range for that particular color.
You can take a look at it here.
I also started a project on Codeplex so you can download the code there.
When I'm done, I'll write an article about it and posted in the Articles section.
Future Features
What I also want to do is allow the programmer to use this as an input device. For example, if there is a Column Chart on the page showing the sales of each product line for the US, if the user clicks on California, the Column Chart will redraw itself showing only California D