States with high COVID-19 total death rates are seeing few new cases, and vice-versa. Data here.
It appears that herd immunity occurs at around 500 deaths per million. 
Same thing is true for countries. Countries above ~500 deaths per million seem to be at or approaching herd immunity.
Coronavirus Update Worldometer
There is an important caveat however. Lots of states and countries with low death rates also are seeing few new cases. Locations which achieved herd immunity among the lower risk population, while protecting their nursing homes seem to have done better. Ultimately it may end up that the virus kills 0.05% of the population, no matter governments do.
People living in blue states are more than twice as likely to die from COVID-19 as people living in red states.
