To be included as a hate crime in the FBI statistics, a crime must first be reported to a local law-enforcement agency, which then makes a determination if it is a hate crime. That agency must then report it to the FBI, either directly or through the state's Attorney General or Department of Justice. Not all law-enforcement agencies report data to the FBI, and many that do probably do not accurately characterize hate crimes. Hate crimes also tend not to be reported or investigated in jurisdictions that that are hostile to the victimized minority.
There are obvious discrepancies in the map. Pennsylvania, Mississippi, Alabama, and Georgia appear to vastly under-report hate crimes. There are a number of possible explanations, but given the clear state-by-state differences, the most likely is that hate-crime investigation and reporting by local law-enforcement agencies is not supported, or perhaps even discouraged, by the Attorney General and/or the Department of Justice in those states. Other states, Delaware for example, appear to have anomalously high hate-crime rates. This could be real, but it could also be the result of particularly intensive hate crime reporting and investigation efforts.
UPDATE: Some links and additional info:
FBI 2008 hate crime statistics: http://www.fbi.gov/ucr/hc2008/index.html
Caution on conclusions: http://www.fbi.gov/ucr/hc2008/variables.html
Some of the reporting on the new hate crime statistics, like this story from Fox, have been somewhat irresponsible. Fox's headline is "Reported Hate Crimes Surge in 2008". Reported hate crime did rise by 11%, but as Fox actually points out in the story, this could be due simply to improved reporting, not an actual increase in crime. The discrepancies in the my map clearly show that hate crime reporting is, at best, extremely uneven across the country.
To make the map I used Index Mundi's map creator. Very highly recommended.
