Whenever I am in Oregon, I always forget at least the first time I need gas that you can't pump your own gas. The attendants always know you are from California when you get out of the car. Vice versa you can tell if someone is from Oregon as they wait in the car for someone to pump the gas.
I always turn my gas cap to hear it click three times for the very reason you mention above. When I get my gas in Oregon, I still get out of the car to turn the gas cap. My Suburban will read the check engine light until you get more gas if the gas cap is not tight enough.