To get you started, here's a response from a colleague:

There doesn't seem to be any one source for this info. The Census/Stat Abstract has some info in some form, but not at the level the questioner needs. Each state should have something like the NYS webpage, but I'm not sure if that would include Federal inmates housed within a particular state or just state inmates. Tricky question!

Here are the sites I found:

Not broken down by state:
http://www.census.gov/population/www/cen2000/phc-t26.html
http://.../correctional_facilities_prisoners.html
(table #337 by state, not age)

Several different reports, year by year. Seems to be by state:
http://www.ojp.usdoj.gov/bjs/prisons.htm

New York State Dep. of Corrections stats (every state is likely to have a similar web page on their site):
http://www.docs.state.ny.us/Research/annotate.html