Create the plot with a label for each data point. The plot request plots Density on the vertical axis, CrimeRate on the horizontal axis, and uses the first letter of the value of State as the plotting symbol. This makes it easier to match the symbol with its label. The label variable specification ($ state ) in the PLOT statement labels each point with the corresponding state name.

proc plot data=census;
   plot density*crimerate=state $ state /