Given that Maryland voted for a Republican governor last election, and Vermont came very close to doing so, I'd be interested to see if any Democrats have changed their mind.
Think the last holdout for Team D might be California these days.
Hawaii, which is even more exaggerated in its minority-majority identity than California, would hold out longer than California.
Hawaii is really incumbent-friendly though, perhaps down to its Asian culture. It probably would be the last holdout if the Republicans won 49 states despite not being an incumbent, but if anyone was to win a landslide of that proportion, they'd be an incumbent.