Ok, I think I found the information. It seems there are 18 states that have prescription monitoring programs:

California
Hawaii
Idaho
Illinois
Indiana
Massachusetts
Michigan
Nevada
New York
Oklahoma
Rhode Island
Texas
Utah
Washington
West Virginia
Kentucky
New Mexico
Pennsylvania

Source:
http://www.deadiversion.usdoj.gov/pubs/program/rx_account/intro.htm

"To date, 18 states have implemented legislation or statutory regulations for prescription monitoring programs. The states of California, Hawaii, Idaho, Illinois, Indiana, Massachusetts, Michigan, Nevada, New York, Oklahoma, Rhode Island, Texas, Utah, Washington and West Virginia currently operate a multiple copy, electronic data transmission or a program that combines both of these programs. The states of Kentucky and New Mexico have passed legislation to develop an electronic data transfer program. The state of Pennsylvania has been collecting the data for a number of years and is in the process of developing an automated tracking system."