He says Maryland has raised taxes and fees 24 times since 2007, costing the state economy $2.4 billion.

Change Maryland also says Maryland has lost 40,000 jobs since 2007 – more than any state in the region other than Pennsylvania.

Governor O'Malley responded that the state has lost only 1,200 jobs this year, and that Change Maryland’s numbers don’t include January, which showed strong job gains. The state had 25,000 more jobs in June compared to the same month in 2011, the governor said.

What’s more, he said, the state had 6,000 more millionaires in 2011 than it did in 2007, bringing its total millionaire count to 157,779, according to data from Phoenix Marketing International . The state has the highest percentage of millionaires in the country, according to Phoenix.

In another blog post responding to this week's numbers, O'Malley's office said that while the state would like employment to be higher, its 6.9 percent unemployment rate is lower than the nation’s. He said the state's economic indicators show "positive trends."

Either way, however, Maryland’s June numbers suggest that it’s job loss may be more extreme than the rest of the country’s – whether taxes are to blame or not.

-By CNBC's Robert FrankFollow Robert Frank on Twitter: @robtfrank

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