I am guessing not too many of these record fish were caught on a fly, but people do fish for trout, largemouth bass, striped bass, smallmouth bass, shad, and many of these other fish on flies.

North Carolina Freshwater Fishing Records

Shameless plug for my home state, maybe, but in addition to these freshwater opportunities, salt water and brackish fishing abounds. Flyfishing for redfish is quite popular, for example, and the occasional zealot will go for marlin or sailfish with a fly.

Nice mountains, best natural beaches in the US on the national seashore of the Outer Banks.