I don’t know if these should be considered “ballads,” and they’re older than those already mentioned:
”California, Here I Come” (which is actually about the state)
”Deep in the Heart of Texas” (ditto)
”Yellow Rose of Texas”
And to really stretch:
”Nothing Could be Finer (than to be in Carolina)” — Al Jolson
I don’t know about any of you, but just to read their titles sets the songs playing in my head. ;-)