Black-tailed prairie dogs live in Colorado, Kansas, Montana, Nebraska, New Mexico, North Dakota, Oklahoma, South Dakota, Texas, and Wyoming. Black-tailed prairie dogs lived in Arizona as recently as 75 years ago, but are now gone because of shooting, poisoning, destruction / conversion of habitat, and plague. Re-introductions of black-tailed prairie dogs into Arizona are underway, and some of them probably will succeed. Black-tailed prairie dogs also live in southern Canada (in the province of Saskatchewan), and in northern Mexico (in the states of Chihuahua and Sonora).
Gunnison's prairie dogs live in Arizona, Colorado, New Mexico, and Utah.
Mexican prairie dogs do not live in any USA states. They live only in Mexico (in the states of Cohuila, Nueva Leon, San Luis Potosi, and Zacatecas)
Utah prairie dogs live only in Utah.
White-tailed prairie dogs live in Colorado, Montana, Utah, and Wyoming.
From this description, notice that most states do not have natural populations of prairie dogs of any species. Some states have only one species of prairie dog (e.g., South Dakota, Texas), and other states have two species (e.g., Montana, Wyoming). Two states have three species of prairie dogs (Colorado and Utah).
The map below shows the geographic range for all five species of prairie dogs.