EnglishSpanish
California /kăl′-ĭ-fôr′-nyə/ /ka-lē-fôr′-nya/
Nevada /nə-văd′-ə/ /ne′-βa-ða/
Montana /mŏn-tăn′-ə/ /mōn-ta′-na/
Colorado /kŏl′-ə-răd′-ō/ /kō-lō-ra′-ðō/
New Mexico /no͞o mĕk′-sĭ-kō′/ /nwe′-βō me′-xē-kō/
Texas /tĕk′-səs/ /tā′-xas/
Florida /flôr′-ĭ-də/ /flō-rē′-ða/

There are seven (7) American states with names derived from Spanish. None of these states have the same pronunciation in English as in Spanish. Also see:

Western States for Dummies - Oregon and Nevada

Visual and Audio Tutorial - all American States

References: inogolo.com, google translate, pons.com, diccionarios.com, forvo.com, thefreedictionary, wordreference and wikipedia