What is the only letter that does not appear in any US state name?

Q, which is the sort of fact that sounds like it must be wrong and is not - every other letter of the alphabet appears somewhere, with Z surviving only in Arizona and X only in Texas and New Mexico.

The state names themselves are a linguistic map of who was there. About half derive from Indigenous languages - Massachusetts, Mississippi, Ohio, Dakota, Kansas, Illinois, Michigan and many more - with the rest from Spanish, French, English royalty and one from Hawaiian. Rhode Island is neither a rhode nor an island, Washington is the only one named for a president, and Maine's origin is disputed enough that the legislature settled it by decree.

The absence of Q is chance rather than design, and it is the kind of pattern that turns up whenever a set is small. Twenty-six letters distributed across fifty names will leave gaps, and Q is rare in English generally - it appears in about 0.1 per cent of written text, almost always followed by U, which is a constraint inherited from Latin via French and which English has never shaken off.