Democrats: Colorado, Georgia, Wisconsin.
Republicans: Florida, Ohio.
And even though they've gotten shut out of almost everything else, I do think the Massachusetts GOP deserves some credit for having won 6 out of the last 8 gubernatorial elections.
If anything, I think Massachusetts' tendency to elect Republican governors is a telling indicator of the MAGOP's flaws as a state party. Their Republican governors' electoral successes are predicated on cultivating an ostensibly moderate brand that is personally appealing to the sensibilities of more liberal voters (who understand that they are useless against the heavily Democratic General Court). Aside from the governor's office, the MA GOP has a thoroughly unimpressive record: perpetual legislative superminority status for decades, no row offices, underperforming in competitive districts in special elections (including a losing a Trump 2016 district last cycle). Granted, a lot of this is because Massachusetts is one of the most overwhelmingly Democratic states in the nation with geography that also doesn't favor Republicans, but it says a lot about the state GOP when they can't make major inroads even in ideal circumstances.