This map shows the US Census block group level median household income in the contiguous US. Each region is a block group containing on average ~1500 people. Data comes from the last 5-year ACS (American Community Survey), and I believe this is the highest resolution available data on income (at least from the Census Bureau).
Created in Mathematica/Wolfram Language.

I should also mention that I believe that the gaps can be either 1) regions where nobody lives, or 2) regions where there isn't high accuracy data as a result of the way the ACS is collected.
Own work
Christopher Wolfram