I am fairly certain they are not the first, but the South Carolina Department of Labor is starting job-safety training in Spanish. The State.com home page has the story and one of the unfortunate reasons for the training. In 2003 1/3 of the workers killed on the job were Hispanic.
There are many states where the Latino population is booming. Traditionally, people think that these folks live in major cities, but that is not always the case. I have several clients in the South East US who have very large Hispanic workforces. I think the trend is that we will see more and more growth of the Latino polulation in these states.