Found one myself for Maryland: an 1895 play by David Belasco has the lead character named Maryland Calvert.
OK only 16 to go.
There’s an ‘Iowa’ Dunlavey on the TV show Manhattan but I’m not familiar enough with it to say if that’s what everyone calls him (like Indiana Jones).
I think you’re going to be stuck on the New*, North*, South* and West* names before you find someone for each state.
Frank Capra’s movie Lady For A Day and his remake of the same movie 28 years later Pocketful of Miracles featured a character called Missouri “Queenie” Martin.
OK, good additions there. Found another one myself.
William Massachusetts is a minor character in an anime called Log Horizon
There’s a silent movie named Louisiana whose main character is named Louisiana Rogers
Hope Lange in the movie Pocketful of Miracles played a character named Missouri Martin, though she was generally referred to as Queenie.
There’s a character named Steve Nebraska in the movie The Scout.
good one.
I’m afraid you’ve been ninja’d on that one.
Sorry, putting Nebraska on the list of needed states was an error on my part. Hawaii should have been on the list instead.
On an episode of The Simpsons, there was a character named Alaska Nebraska (voiced by Ellen Page) which was, obviously, a parody of Hannah Montana.
Even though both states have already been covered, I thought I’d mention it.
OK, I guess a current status is in order
Last names
[ol]
[li]Arizona – Nathan Arizona :: Raising Arizona :: movie (1987)[/li][li]California – Robert California :: The Office :: tv show (2005-2013)[/li][li]Colorado – Nat Colorado :: Cowboys and Aliens :: movie (2011)[/li][li]Delaware – Canton Delaware :: Doctor Who :: tv show (3 episodes, 2011)[/li][li]Georgia – Ethel Georgia :: The Good Companions :: novel (J B Priestly, 1929)[/li]
[li]Idaho – Duncan Idaho :: Dune :: novel (Frank Herbert, 1965)[/li]
[li]Maine – Norman Maine :: A Star is Born :: movie (1976)[/li]{*]Massachusetts – William Massachusetts :: Log Horizon :: anime (2013-2014)
[li]Montana – Hannah Montana :: Hannah Montana :: tv series (2006-2011)[/li][li]Nebraska – Steve Nebraska :: The Scout :: movie (1994)[/li][li]Nevada – Wanda Nevada :: Wanda Nevada :: movie (1979)[/li]
[li]Oregon – Ukiah Oregon :: Alien Taste :: novel (Wen Spencer, 2001)[/li][li]Utah – Johnny Utah :: Point Break :: movie (1991)[/li][li]Vermont – Jane Vermont :: Ann Lee :: tv show (1 episode, 1994)[/li][li]Washington – Martha Washington :: Give Me Liberty :: comic books (Frank Miller, 1990)[/li][/ol]
First names
[ol]
[li]Alabama – Alabama Whitman :: True Romance :: movie (1993)[/li][li]Alaska – Alaska Young :: Looking for Alaska :: novel (John Green, 2005)[/li][li]Arkansas – Arkansas Ferguson :: Sugarfoot :: tv show (4 episodes, 1958-1959)[/li][li]Florida – Florida Evans :: Good Times :: tv show (1974-1979)[/li][li]Illinois – Illinois Gordon :: Hoodlum :: movie (1997)[/li][li]Indiana – Indiana Jones :: Raiders of the Lost Ark :: movie (1981)[/li][li]Iowa – Iowa Bob :: The Hotel New Hampshire :: novel (John Irbving, 1981)[/li][li]Kansas – Kansas Jones :: Cowboys from Texas :: movie (1939)[/li][li]Kentucky – Kentucky Jones :: Kentucky Jones :: tv show (1964-1965)[/li][li]Louisiana – Louisiana Rogers :: Louisiana :: movie (1919)[/li][li]Maryland – Maryland Calvert :: Heart of Maryland :: play (David Belasco, 1895)[/li][li]Michigan – Michigan J Frog :: One Froggy Evening :: cartoon (1955)[/li][li]Minnesota – Minnesota Fats :: The Hustler :: novel (Walter Tevis, 1969)[/li][li]Mississippi – Mississippi Beaumont :: Savvy :: novel (Ingrid Law, 2008)[/li][li]Missouri – Missouri Martin :: Lady for a Day :: movie (1933)[/li][li]North Dakota – North Dakota Pete :: How to Stuff a Wild Bikini :: movie (1965)[/li][li]Oklahoma – Oklahoma Bones :: Captain Carrot and his Amazing Zoo Crew :: comic book (1982)[/li][li]Pennsylvania – Pennsylvania Hardchild :: Valley Peaks tv show (4 episodes, 2009)[/li][li]Rhode Island – Rhode Island Red :: Fighting American :: comic book (1954)[/li][li]South Dakota – South Dakota Slim :: Beach Blanket Bingo :: movie (1965)[/li][li]Tennessee – Tennessee Tuxedo :: Tennessee Tuxedo and His Tales :: cartoon (1963-1966)[/li][li]Texas – Texas Jack :: The Great Race :: movie (1965)[/li][li]Virginia – Virginia Otis :: The Canterville Ghost :: short story (Oscar Wilde, 1887)[/li][li]Wyoming – Wyoming Knott :: The Moon is a Harsh Mistress :: novel (Robert Heinlein, 1966)[/li][/ol]
needed
[ol]
[li]Connecticut[/li][li]Hawaii[/li][li]New Hampshire[/li][li]New Jersey[/li][li]New Mexico[/li][li]New York[/li][li]North Carolina[/li][li]Ohio[/li][li]South Carolina[/li][li]West Virginia[/li][li]Wisconsin[/li][/ol]
I believe they also mentioned that he was from Idaho.
Old joke:
—If Miss Issippi lets Miss Ouri wear her new jersey, what does Delaware?
—Idaho. Alaska.
MUTT: How do you spell “Mississippi”?
JEFF: The river or the state? :dubious:
Lifelong Buckeye here, too. 
It won’t work for the OP, since it’s city and state, but for you, Elendil’s Heir, there is “Columbus Ohio” from the movie Zombieland.
I never said that combining city and state was something I didn’t want. I didn’t use two of them that others supplied because I already had an entry for Nevada. No other reason. So this is a good one. Thanks.
ETA: Down to 10 needed:
[ol]
[li]Connecticut[/li][li]Hawaii[/li][li]New Hampshire[/li][li]New Jersey[/li][li]New Mexico[/li][li]New York[/li][li]North Carolina[/li][li]South Carolina[/li][li]West Virginia[/li][li]Wisconsin[/li][/ol]
In at least one episode of Phineas and Ferb, there was a character named “Ohio Flynn.” Maybe that would work for the OP?
In one of Max Shulman’s books there are several soldiers who go by their state names. Their sergeant is identified as “District of Columbia”. I think the book was "Rally “Round the Flag”.
There’s a character named “New Jersey” in Buckaroo Banzai: Across the Eighth Dimension. (Jeff Goldblum played him.)
Can’t verify or refute that. Certainly the movie didn’t have characters with such names. Possibly a different book. Unfortunately Wikipedia doesn’t have pages for individual books by Shulman.
Not sure how to handle this. Is New Jersey his last name, first name, or a combination of both? The Wiki page calls him “Dr. Sidney Zweibel/New Jersey”. So maybe it’s a nickname.