The term 'State on the Gulf of Mexico' can be answered by three different states: Alabama, TABASCO, and Yucatan. Alabama is a state located in the southeastern United States, bordered by Tennessee to the north, Georgia to the east, and the Gulf of Mexico to the south. TABASCO is a state located in the southeast of Mexico, bordered by the Gulf of Mexico to the east and the states of Veracruz and Chiapas to the west. Yucatan is a state located in the southeast of Mexico, bordered by the Gulf of Mexico to the north and the states of Campeche and Quintana Roo to the south.