Since 2000, (and maybe even 1992) a case could be made for Massachusetts. In each presidential election since 2000, the Democrat carried it by 27, 25, 26, 23, & 27% respectively.
Yes, but the internal geography of the Dem vote has shifted dramatically. Dems are anomalously strong everywhere vs. nationwide, but it's still gradually turning into Greater Boston and the college towns and western Mass and Martha's Vineyard/Nantucket vs. everyone else.
Maybe Montana? Consistent Republican lean at the presidential level since 1952, but a remarkably resilient New Deal style Dem coalition keeping it competitive downballot even into 2018.
There's internal geographical shift in Montana too. East Montana is trending Republican, West Montana is trending relatively Democratic.