Are there any states whose inhabitants identify with their broader national region first?

[Crazybreakfast]

Haha, sorry, I've lived many years abroad and am back stateside now. No, I tell folks I'm from Arizona and Tennessee. It is rare that I will say "As a Southerner" or "As a Southwesterner" although, it has happened.
As for OK being different from AZ and NM; ya, I agree. To me OK is a mixture of Southwest and South, as well as a dash of Midwest even. I view Texas as more culturally similar to Arizona than Tennessee, personally. Some places, like Waco (where my Dad is from), feel split and kinda like a mix. I'd say Texas is a mixed state, like OK; however, as they'll all say, it is just Texas! But even Houston feels way more like Phoenix, to me, than Atlanta, Memphis, NOLA, or Nashville.

[ABQConvict]

As a New Mexican, I find it hard to accept the idea of Oklahoma being the Southwest, and certainly not Texas.

I tend to think of the Southwestern culture being one defined by a Spanish colonial/Native American (Pueblo and Navajo) culture that existed in isolation with only a tenuous connection to Mexico and the US until very recently in history.

That would be essentially an area centered on the 4 corners of New Mexico, Arizona (esp. northern), southern Utah and southern Colorado as the core of the Southwest.

It is often heard from New Mexicans that if you are as far east as Moriarty (about a 45 minute drive from Albuquerque) that you are no longer in the Southwest but in Anglo, Southern Baptist Texas cowboy territory. Hyperbole, yes, but also kinda true.

[Serious Conversation]

I'm from east TN and live less than a mile as the crow flies from Virginia. Neither east TN nor southwest VA get any attention from the state governments in Nashville or Richmond.

I self-identify more as an Appalachian than as a Tennesseean.

[eddie gein]

Originally Posted by ABQConvict

As a New Mexican, I find it hard to accept the idea of Oklahoma being the Southwest, and certainly not Texas.

I tend to think of the Southwestern culture being one defined by a Spanish colonial/Native American (Pueblo and Navajo) culture that existed in isolation with only a tenuous connection to Mexico and the US until very recently in history.

That would be essentially an area centered on the 4 corners of New Mexico, Arizona (esp. northern), southern Utah and southern Colorado as the core of the Southwest.

It is often heard from New Mexicans that if you are as far east as Moriarty (about a 45 minute drive from Albuquerque) that you are no longer in the Southwest but in Anglo, Southern Baptist Texas cowboy territory. Hyperbole, yes, but also kinda true.

While this is understandable and has merit, until they decide what to do with the plains then you are stuck with west Texas and western Oklahoma. You have to put them somewhere and they don't fit anywhere else any better than they do in the southwest.

I wish we had regions called the southern and northern plains but apparently we don't, but since the plains have some cactus and diamondback rattlers and mesquite trees they get lumped in with the southwest that you so specifically defined.