This from some research I did:
The gray jay lives in the spruce-fir regions starting around 3500 feet elevation to tree line. (They will move to lower elevations in the winter.) They are also found in the black spruce boreal bogs ie Shoal Pond. Although there have been no studies that define the population density of the jays in the White Mountains, Dr Barnard has determined that a nesting pair in a boreal bog will have a territory of 250 acres. The White Mountain National Forest is 770,000 acres, assuming that the jay habitat is in one third of this area this will give less than 250,000 acres available for gray jay habitat for 1000 nesting pairs. Furthermore not all of this area is crisscrossed by trails. Another way to assess the exposure, David Govatski has noted two distinct territories in the 1.5 mile stretch from Mizpah Hut to Mt Jackson which translates to a territory every three quarters of a mile at the proper elevation of 3500’ to tree line. Because the jays are highly territorial and not gregarious, living in large flocks, only a fraction of the population will be exposed to hikers on trails and there cannot be a feeding impact on the entire population of gray jays.
I'll just confirm what everyone else has said that Crawford Notch area seems to have the most frequency. I'm seen them pretty much everywhere mentioned. Funny thing is my first encounter was on Jackson and was told they were Jackson Jays. And that was the only place in the Whites you'd find them.
Ran into this one on the AT between Success and Carlo.
Wikipedia has an interesting article on the Gray Jay, including their rather wide range. I, too, have seem them in western states, like CO, OR and WA. Have not seen them in CA, however, but that may be due to vigorous population of Clarks Nutcatchers, which IIRC is a relative. They are bigger than the Grays, and seem to occupy the elevation niche.