I read a blog entry How to Make a US County Thematic Map Using Free Tools. The idea is to use Python script to modify the style settings in SVG file to make the most recent unemployment map. Mathematica can’t import SVG file directly, however, SVG file is in XML format, it is very easy to extract the necessary data from SVG file. If you are not sure what’s going here, please refer to the original blog.
All the files are zipped together, just unzip it, run the notebook. Download it here.