There are a few Sailing Clubs and/or Assoc.. Amoung them is
Grande Maumelle Sailing Club which has hosted over 22 national championships and produced 14 national champions.
They also have twice hosted the US Sailing Championship of Champions. Along with being invited and raced in the NYYC invitational in Newport, RI..
Their centerboard racing season has been praised by U S Sailing and other national publications.

However fishing and house-boating also play an important part in lake activities.
Bull shoals and Beaver Lakes do have marinas that have a few sailboats in the slips.

I believe that if you are a trailer-sailor, Arkansas is worth looking into.