If the searchable name index is not yet complete for the US state you're interested in, you can peruse the census images using the
1940">http://www.myheritage.com/research/collection-10052/1940-united-states-federal-census-images'>1940 United States Federal Census (Images) data collection on MyHeritage.
The 1940 Census included all 132,164,569 residents of the United States at that time, and the armed forces serving overseas, born on or before April 1, 1940. It is the largest, most comprehensive, and most recent US census record set available. It includes information on names, ages, locations, households, relations, gender, race, education, places of birth, and other facts unique to the 1940 Census including residence in 1935, detailed income and occupation and supplemental questions for 2 people on each form.