First let's take a look at the state with the highest number of bars per 1,000 people.
1 North Dakota 6.54
2 Montana 6.34
3 Wisconsin 5.88
4 South Dakota 4.73
5 Iowa 3.73
6 Nebraska 3.68
7 Wyoming 3.4
Frankly, I'm surprised Alaska wasn't on the list. The pattern seems to indicate that people in sparsely-populated cold climates like to drink. Or at least to congregate when they drink. It makes sense. As anybody who's visited a small Wisconsin town would know, low populations seem to entice a perversely high number of bars, likely because people are dying for social interaction and there is so little to do in the dead of winter.
But Wisconsin has a much higher population density than all the other states on that list. The state also has an old urban drinking tradition, reflected in the Milwaukee and Madison bar scene. I would highly encourage you to check out this map, which was composed by these guys who gather search engine-generated information. The map shows the number of "Google Maps" searches for bars. It's all the top urban areas in the country + Wisconsin.
Even more compelling is the disparity between searches for bars and grocery stores in Wisconsin. This map shows that there are more searches for grocery stores than bars in almost all of America. Wisconsin is the only state in which virtually every county is an exception to this rule.