States that seem like pairs

[President Punxsutawney Phil]

Missouri and Indiana

They don’t even share a time zone. That’s a weird one.

It's hardly weird. They are both among the most Southern of the Midwestern states, and they tend to vote very similarily likewise (to the extent that presidential voting is considered relevant).

[President Punxsutawney Phil]

Not bordering but Alabama and South Carolina are closer matches to each other.

Ehhh, not really. SC is pretty obviously NC's twin, and aside from that Alabama has a lot more Appalachian areas than South Carolina, which has the fewest highland zones of any Southern state besides Louisiana.

An argument can be made for Mississippi being the closest pair to the Palmetto State. It would depend heavily on the consequences of both being majority black all the way until the 1930s, though.

[President Punxsutawney Phil]

These (though a bit dated since its based on stats through 2008):
https://fivethirtyeight.com/features/state-similarity-scores/

Wow, this really shows its age.
WV's top three is KY, NC, and MO.
MO's top three is OH, NC, and SC.
VA's top three is DE, CO, and MO.