From the New York State Department of Labor:
Unless the U.S. Congress extends Unemployment Insurance Benefits, all Extended Benefits (EB) and Emergency Unemployment Compensation (EUC) will end on December 30, 2012.
From the State of California's Employment Development Department:
Regardless of when your regular claim or extension benefits start, December 29, 2012, will be the last week ending date that EDD can pay federal extension (Tiers 1 – 4) benefits to eligible unemployed workers, even if someone is currently unemployed or has a remaining balance on their federal extension.
As of December 26, the number of Californians who have run out of benefits is over 928,600.
That's in addition to the people in the states mentioned in the Ezra Klein video below:
Tennessee - 30,000
Nevada - 25,000
Michigan - 85,000
Florida - 119,000
Connecticut - 43,000
Oregon - 30,000