The 2019 Fortune 500 (and 1000) came out a week or two ago. Here is a look at MSAs, cities, and states which have the most of them. Please note that I did this by MSA and didn't put SF and San Jose together since they are separate MSAs. However, for example in the MSA ranking it would rank 2nd with 38 total if they were put together.
Fortune 500 Companies 2019: Who Made the List
2019 Fortune 500, by MSA
1. New York City MSA: 71 companies
2. Chicago MSA: 34 companies
3. Dallas MSA: 23 companies
4. Houston MSA: 22 companies
5T. San Francisco MSA: 19 companies
5T. San Jose MSA: 19 companies
7T. Atlanta MSA: 16 companies
7T. Minneapolis MSA: 16 companies
7T. Washington DC MSA: 16 companies
10T. Boston MSA: 13 companies
10T. Los Angeles MSA: 13 companies
10T. Philadelphia MSA: 13 companies
13. Seattle MSA: 11 companies
14T. Denver MSA: 10 companies
14T. Detroit MSA: 10 companies
16T. Bridgeport, CT MSA: 9 companies
16T. St. Louis MSA: 9 companies
18. Miami MSA: 8 companies
19T. Cincinnati MSA: 7 companies
19T. Milwaukee MSA: 7 companies
19T. Pittsburgh MSA: 7 companies
19T. Richmond MSA: 7 companies
23. Phoenix MSA: 6 companies
24T. Charlotte MSA: 5 companies
24T. Cleveland MSA: 5 companies
24T. Nashville MSA: 5 companies
MSAs of note that have 0 Fortune 500 companies: Baltimore, Buffalo, Honolulu, Riverside (CA), Salt Lake City
2019 Fortune 500, by state
1. New York: 55 companies
2. California: 54 companies
3. Texas: 49 companies
4. Illinois: 35 companies
5. Ohio: 24 companies
6. Virginia: 21 companies
7T. New Jersey: 20 companies
7T. Pennsylvania: 20 companies
9. Florida: 19 companies
10. Georgia: 18 companies
11. Minnesota: 17 companies
12T. Massachusetts: 16 companies
12T. Michigan: 16 companies
14. Connecticut: 14 companies
15T. North Carolina: 11 companies
15T. Washington: 11 companies
2019 Fortune 500, by city proper
1. NYC: 49 companies
2. Houston: 20 companies
3. Atlanta: 14 companies
4. Chicago: 12 companies
5. Dallas: 10 companies
6. San Francisco: 8 companies
7T. Cincinnati: 7 companies
7T. Irving, Texas: 7 companies
7T. San Jose: 7 companies
7T. St. Louis: 7 companies
11T. Minneapolis: 6 companies
11T. Pittsburgh,: 6 companies
11T. Seattle: 6 companies
14T. Boston: 5 companies
14T. Charlotte: 5 companies
14T. Milwaukee: 5 companies
14T. Richmond, Virginia: 5 companies
18T. Deerfield, Illinois: 4 companies
18T. Denver: 4 companies
18T. Detroit: 4 companies
18T. Las Vegas: 4 companies
18T. Los Angeles: 4 companies
18T. McLean, Virginia: 4 companies
18T. Norwalk, Connecticut: 4 companies
18T. Omaha: 4 companies
18T. Phoenix: 4 companies
18T. Santa Clara, California: 4 companies
2019 Fortune 1000, by MSA
1. New York City MSA: 113 companies
2. Chicago MSA: 65 companies
3. Houston MSA: 46 companies
4. Dallas MSA: 43 companies
5. San Jose MSA: 38 companies
6. San Francisco MSA: 35 companies
7. Los Angeles MSA: 33 companies
8T. Boston MSA: 30 companies
8T. Washington DC MSA: 30 companies
10. Philadelphia MSA: 27 companies
11. Atlanta MSA: 26 companies
12. Minneapolis MSA: 22 companies
13. Denver MSA: 21 companies
14. Phoenix MSA: 18 companies
15. Miami MSA: 17 companies
16. Detroit MSA: 16 companies
17T. Cleveland MSA: 15 companies
17T. Seattle MSA: 15 companies
17T. St. Louis MSA: 15 companies
20. Columbus, OH MSA: 15 companies
21. Bridgeport, CT MSA: 14 companies
22T. Charlotte MSA: 12 companies
22T. Milwaukee MSA: 12 companies
22T. Pittsburgh MSA: 12 companies
25T. Cincinnati MSA: 10 companies
25T. Richmond MSA: 10 companies
2019 Fortune 1000, by State
1. California: 118 companies
2. Texas: 97 companies
3. New York: 94 companies
4. Illinois: 65 companies
5. Ohio: 53 companies
6. Pennsylvania: 43 companies
7. Florida: 39 companies
8T. Massachusetts: 34 companies
8T. Virginia: 34 companies
10. Georgia: 30 companies
11. New Jersey: 29 companies
12. Michigan: 28 companies
13. North Carolina: 27 companies
14T. Minnesota: 24 companies
14T. Wisconsin: 24 companies
2019 Fortune 1000, by city proper
1. NYC: 76 companies
2. Houston: 39 companies
3. Chicago: 28 companies
4. Atlanta: 20 companies
5. Dallas: 17 companies
6. San Francisco: 14 companies
7T. Irving, Texas: 12 companies
7T. San Jose: 12 companies
7T. St. Louis: 12 companies
10T. Boston: 11 companies
10T. Columbus, Ohio: 11 companies
10T. Denver: 11 companies
10T. Pittsburgh: 11 companies
10T. Santa Clara, California: 11 companies
15T. Charlotte: 10 companies
15T. Cleveland: 10 companies
17. Los Angeles: 9 companies
18T. Cincinnati: 8 companies
18T. Milwaukee: 8 companies
18T. Omaha: 8 companies
18T. Richmond: 8 companies
18T. Tulsa: 8 companies
23T. Las Vegas: 7 companies
23T. McLean, Virginia: 7 companies
23T. Minneapolis: 7 companies
23T. Phoenix: 7 companies
23T. Seattle: 7 companies