Looking at the worst markets, these below are bad based on a mixture of things, some being state laws, warzone cities, cutthroat competitive markets, slow moving, longer closing times, complex contracts, high transaction costs, low buyer activity, etc.
1. Illionois
2. California (in some areas)
3. New York
4. New Jersey
5. Hawaii
6. Vermont
7. Alaska
8. Rhode Island
9. Delaware
10. Washington
Deals still happen, but it is harder. I recommend doing market research before you pick a city in any state to see if its a good market or not