This will probably be the last of these I do. This one was highly requested.
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Here are the explanations of less obvious ones:
Alabama: the accent and "I can go home" refers to the song Sweet Home Alabama
Arkansas: where Walmart was founded and headquartered
Connecticut: known for its New England fall colors
Delaware: the first state to be ratified
Georgia: Atlanta is the busiest airport in the world and there's a joke that people always have to connect there, paticularly on Delta Air Lines which has its main base here
Illinois: Chicago is on Lake Michigan
Indiana: lots of NASCAR racing
Louisiana: has lots of river and swamp boats
Michigan: has hit troubled times since many car industries abandoned Detroit
Mississippi: has the highest obesity rate
Missouri: St. Louis Arch
Nevada: Las Vegas gambling
New Hampshire: home of Mt. Washington, which has a cog railway
New Jersey: nicknamed "The Garden State"
New Mexico: Hot not only in temperature but its cuisine too, especially its chili peppers
North Carolina: where the Wright brothers flew the first plane
North Dakota: Lots of oil rigs and production
Ohio: lots of sports
Pennsylvania: home of the Amish
South Carolina: the accent
Tennessee: lots of jazz & country music, home of Elvis
Utah: Great Salt Lake
Vermont: lots of trees
Washington: Boeing has a factory here as well as Microsoft's Headquarters
West Virginia: lots of coal mines
Wisconsin: largest cheese producer