Interesting: Origin of state names.

http://www.neatorama.com/2007/06/04/the-origins-of-state-names/

So, the states I have lived in:

CALIFORNIA. According to one theory, Spanish settlers names it after a utopian society described in a popular 16th-century novel called Serged de Esplandian.



NEW YORK. Named after the Duke of York and Albany.



COLORADO. Means "red" in Spanish. The name was originally applied to the Colorado River, whose waters are reddish with canyon clay.

Surprising, I haven't lived in a state with a Native American name yet.