Placing labels for each of the multiples is not much a problem. But, it's pretty hard to align them across all the multiples. For example, in this #WorkoutWednesday 35 project by Rajeev Pandey, the State labels are not aligned.

Actually I had the same aligning problem before and I blogged my solutions here:
http://vizdiff.blogspot.com/2017/08/tweakthursday-35-placing-labels-on.html
http://vizdiff.blogspot.com/2017/08/tweakthursday-34-placing-labels-in.html

The above two solutions are based on a common point in all the small multiples. In the #WorkoutWednesday 35 project, there is no such a common point. We have to find another way to align the labels.

Luckily I found a fairly consistent way to place and align the labels. It won't depend on the values of the measures on columns or rows. So it can be applicable to all small-multiples.

I created a similar version which is a tile-based US map and is still a small-multiples chart. Here is what I got. The key idea is maximizing the size of the data mark for labels. Then place the labels at any of the four corners. The labels will be automatically aligned at the corners.

Data sources:
1.The main data source contains a State dimension.
2.A secondary data source contains the coordinates of a US tiled map.
Both are blended on State.

The main steps are:
1.Create Avg(0) as a measure directly on the Row (right click and select New Calculation)
2.Select Square as data mark type
3.Set the Label alignment to be top-left (or top right, bottom-left, bottom-right)
It is easy to notice that the labels are not aligned horizontally.
4.Maximize the mark Size so that all labels are pushed to the corner, thus become aligned!
5.Make the mark Color transparent (opacity = 0%)
The resulting labels are like this:
The last step is to dual-axis with the regular chart measure on the Row shelf. The caveats are:
- Do not synchronize the dual axis. This way, we can adjust the size of small-multiples independently.
- Use the axis editing to adjust the size of the multiples.

The resulting chart is as follows:
The workbook is here for you to download.

The limitation of the approach is that it only applies to the 4 corners. It is not possible to align them at the center or top-middle or bottom-middle etc.