It depends on the level/quality of work you want to be a part of. While Los Angeles is the entertainment hub, you can also find union work in New York, Orlando, Miami, Atlanta, and Chicago. Some cities in New Mexico, Colorado, North Carolina, Hawaii, Utah, and Louisiana have union work. Don't be fooled by the term "right-to-work state." Florida, which is a right-to-work state, has a very strong union presence. When in doubt, call your union. And check fro state incentives to attract entertainment work.
If you're not in a union (yet), and the quality of work doesn't matter to you, there are filmmakers in most cities. Even in a small town, with a little bit of equipment, you can create content and a presence on the internet.
This is a pretty general answer, as I don't know what you want to do in the entertainment industry. If you have further questions, put them in the comment section.
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