Based on the latest unemployment figures available (September 2014 unless noted), Tennessee has the third highest unemployment rate in the South:

Georgia          7.9%
Mississippi      7.4% (Aug.)
Tennessee        7.3%
North Carolina   6.8% (Aug.)
Kentucky         6.7%
Alabama          6.6%
West Virginia    6.6%
South Carolina   6.4% (Aug.)
Arkansas         6.3% (Aug.)
Florida          6.1%
Louisiana        5.8% (Aug.)
Virginia         5.6% (Aug.)
Texas            5.2%

U.S.             5.9%