I also want to add something for New Mexico, since I am originally from there.
1) Oldest State Capital in the US (sorry Philly) - Santa Fe, which means "holy faith" in Spanish, was once a collection of Pueblo Indian villages from around 1050 to 1150. It was first inhabited by Spanish settlers on a very small scale in 1607, then truly settled by the conquistador Don Pedro de Peralta in 1609-1610. The Pilgrims wouldn't land in Plymouth, Mass. for another 10 years. She's also the highest US State Capital at 7,000 feet above sea level.
2) Trinity Site, home of the first atomic bomb blast - The "Trinity" test was the first test of a nuclear weapon, conducted by the United States on July 16, 1945 at 33.675° N 106.475° W, thirty miles (48 km) southeast of Socorro on what is now White Sands Missile Range, headquartered near Alamogordo, New Mexico. It was a test of an implosion-design plutonium bomb, the same type of weapon later dropped on Nagasaki, Japan. The detonation was equivalent to the explosion of around 20 kilotons of TNT, and is usually credited as the beginning of the Atomic Age.