Apart from Bonanza Bound for Alaska, which I mentioned below, here are some other possibilities (even for states for which you already have stuff):
California: America's Sweetheart, Flower Drum Song
Connecticut: Arms and the Girl
Louisiana: Louisiana Purchase, Naughty Marietta
New Mexico: Too Many Girls
Tennessee: Memphis Bound
Texas: Something for the Boys; Texas, Li'l Darlin'
Vermont: Irving Berlin's White Christmas
Washington, D.C. — Damn Yankees, Of Thee I Sing, Let 'Em Eat Cake, As the Girls Go, Louisiana Purchase
EDIT: I see that while I was putting this together, a few of these have been posted by others.