In The Lovely Bones, where does Susie live?

Susie
narrates her tale from Heaven; she was killed and left buried in a frozen field.  If you mean
the actual state where she lived when she was alive, I don't believe Sebold ever says exactly. 
It is a suburban community with cold winters, so a good guess might be New York, from whence
Sebold hales, or somewhere New England-y.