Today’s Teen Jeopardy’s final question/answer was (paraphrasing)
This is the only [US] state that, when written correctly, has a diacritical mark [see below]
After going through my inventory of diacritics and possible parts of state names other than the proper name part (as in The State of California, or something like that), I came to the conclusion that it must be Hawai’i. And indeed this is the response Alex was waiting for.
It’s really too bad, because as far as I can tell, the ‘okina should be, and usually is, considered a separate character (a “letter”), expressing the glottal stop. It is not a diacritical mark, which intuitively is supposed to alter the pronunciation of a letter, not indicate a separate sound. Of course there are many cases where an a diacritic in fact does something rather more (e.g., the cedilla in several Turkic languages). And IIRC there are orthographies in which a true diacritic is used to mark glottal stops. But the ‘okina is not (in) one of them.
[edit: Some websites report the exact final Jeopardy answer as: "It's the only state name that when spelled officially contains a diacritical mark."]