re: Songs That Mention A State

Tennessee Jed - Grateful Dead

Thin Air (Smells like Mississippi) - widespread Panic

Hollywood in Kentucky- Blackstone Cherry

Screw you, we’re from Texas- Ray Wylie Hubbard

Boys from Oklahoma- Cross Canadian Ragweed

I'll be typing all day if I go with states that are just mentioned in the lyrics so this is going to be title only.

Alabama Getaway-Grateful Dead
Sweet Home Alabama-Lynyrd Skynyrd
North to Alaska-Johnny Horton
California Girls-Beach Boys
California Dreamin-The Mamas and Papas
Going to California-Led Zeppelin
Hotel California-The Eagles
California Sun-The Ramones (cover version but I can't remember who the original artist was)
Delaware Slide-George Thorogood and the Destroyers
Mainline Florida-Eric Clapton
Midnight Train to Georgia-Gladys Knight and the Pips
Georgia on My Mind-Ray Charles
The Devil Went Down to Georgia-Charlie Daniels Band
Kansas You Fooler-Ozark Mountain Daredevils
Blue Moon of Kentucky-Bill Monroe
Kentucky Rain-Elvis Presley
Louisiana Rain-Tom Petty and the Heartbreakers
Leavin Louisiana in the Broad Daylight-Oak Ridge Boys
Louisiana Woman, Mississippi Man-Loretta Lynn and Conway Twitty
Massachusetts-Bee Gees
Mississippi Queen-Mountain
My Head's in Mississippi-ZZ Top
Mississippi Half-Step Uptown Toodleloo-Grateful Dead
Mississippi Moon-Jerry Garcia Band
New York State of Mind-Billy Joel
Englishman in New York-Sting
New York Groove-Ace Frehley
Ohio-CSN&Y
Tennessee Jed-Grateful Dead
Tennessee Waltz-Patti Page
Memphis, Tennessee-Chuck Berry
Tennessee Stud-Nitty Gritty Dirt Band (also Johnny Cash and probably about fifty other cover versions)
Tennessee Whiskey-Chris Stapleton (and whoever did it first)
All My Exes Live in Texas-George Strait
Texas Blues-Gary Moore
Texas Flood-Stevie Ray Vaughan
T For Texas-Jimmie Rodgers
Texas Twister-Little Feat
Sweet Virginia-Rolling Stones

Dr. Dog:

Alaska
California