It’s a rocker…
Was a huge fan of them when I was in college. I’ve probably listened to their first album a thousand times. Awesome stuff. 
The OP simply asks for “Rock Songs with US States in title”. No qualifiers of whether or not the song is actually about the state; therefore I will restate Wilbur Harrison’s Kansas City and add the following:
[ul]
[li]Kevin Gordon from the album Cadillac Jacks’s #1 Son Lucy and Andy Drive to Arkansas[/li][li]New Lost City Ramblers from the album Early Years Battleship of Maine[/li][li]Lucy Kapalansky, et.al. from the album Cry, Cry, Cry Cold Missouri Waters[/li][li]Michael Nesmith from the album Listen to the Band Nevada Fighter[/li][li]Iris DeMent from the album Way I Should There’s a Wall in Washington[/li][li]Ahmad Jamal (I know he is jazz) from the album At the Pershing *Moonlight in Vermont *(though this is a pop song that has been used as a jazz standard for many years by many artists).[/li][/ul]
Portland, Oregon-Jack White & Loretta Lynn
Take one more state off the list.
North Carolina Line by Gene Vincent from The Day The World Turned Blue (Kama Sutra, 1971)
South Carolina by the Outlaws from Lady in Waiting (1976)
Deadwood, South Dakota (written by Eric Taylor) by Nanci Griffith from One Fair Summer
Fargo, North Dakota by Carter Burwell from Fargo/Barton Fink Soundtrack album
New Hampshire by Jason Reeves from Magnificent Adventures of Heartache & Other Frightening Tales
Taos, New Mexico by Waylon Jennings from Love of the Common People
Connecticut by Black Stallion from Mental Pursuit
Missouri by David Nail from I’m About to Come Alive
Rhode Island Is Famous For You by Blossom Dearie from Verve Jazz Masters 51: Blossom Dearie
With the previous posts, I believe this now accounts for all 50 states!
Hawaii wasn’t a state when the song was written.
Still need Kansas and Utah.
Surprised no-one has mentioned Californication by the Red Hot Chilli Peppers yet, I think it should count even though it has a few extra letters.
I cheated and did a search, but there’s a band called Emarosa that has a song titled “Utah.”
And there’s a band named Kansas. With an album named Kansas. But (darn) no song.
Utah Carol by Marty Robbins from Gunfighter Ballads and Trail Songs: Vols. 1 & 2
*Mary, Queen of Arkansas *by Bruce Springsteen already mentioned has the word “Kansas” in the title; however, if you’re not willing to accept that how about:
Kansas Rain by John Stewart from Gold.