Illinois: I think knowing the state says it all...
OK fine details: Previous Governor George Ryan is currently in jail for what was essentially a "donations for licenses" thing that gave semi drivers licenses under the table. This went just great until a van full of foster kids was killed by one of these drivers. Anyway, it was a general "corruption" thing. This didn't go through until he was out of office though.
Blagojevich is under investigation from the Federal Government over .. well.. a lot of things. Pay for play politics essentially. Rezko is involved and Blago's name was brought up in the trial as "Public Official A." His indictment should come before he tries to run for his third term. Cause he's insane.
Other governors who have gone to jail either for their public or private sector lives:
http://en.wikipedia.org/wiki/Daniel_Walker
http://en.wikipedia.org/wiki/Otto_Ke...and_conviction
But as far as just "ethics investigations" those are fairly frequent in our state. Then again Blagojevich likes to just "do things" like.. oh.. move a state agency to some tiny little and town just as the state rep. from that town votes no on adding a recall measure to the ballot in November. That can't possibly look suspicious, can it?