You can use www.lotteryusa.com. When you go there there is a listing of all the states. Pick a state and see the results. If there is a 3 digit result then that state has a pick 3 game, if not it doesn't.
I've used the [i:461101f2b7][b:461101f2b7]USA Today[/b:461101f2b7][/i:461101f2b7] site. If there are two pick threes (mid-day and evening), I use the evening results.