Here's the chart. The colors correspond to party, as you'd expect. It's awarded to whichever party held control for the majority of the year. If Democrats held the governor's seat through May and the GOP the rest of the year, it's red. Click to make it bigger, by the way. It's a lot of data.
You can see here that the answer to the trivia question is: Washington, Oregon, Montana, West Virginia, Delaware and New Hampshire. (OK, we cut and pasted that from the bottom of the newsletter.) But this chart shows us so much more.
Notice that this is arrayed from left to right by the percentage of time the state had a Democratic governor. See how there's more blue at the left and more red at the right? That doesn't correspond with the way we look at red and blue states now, of course, given the late-20th-century flip of the South from blue to red and (less so) the Northeast from red to blue.
If you compare the percentage of time the state was led by a Democrat (in years, not governors) with how often it was led by a Republican, the red-blue map looks like this.
(The chart at top uses percent of all governor-years that were Democratic to do the ordering. The map only compares Democrats and Republicans, not Democrats, Republicans and everything else.)
We can also figure out the years that were the most and least red or blue. The peak density of Democratic governors came in the early 1850s -- right when the Republican party came into being. The GOP's peak density came a few years later -- after the Democratic South was routed in the Civil War.
If you go back only 100 years, you can see that the most heavily partisan periods in state houses were bracketing the election of Franklin Roosevelt. Before the market crash, more states had Republican governors. After FDR, Democrats peaked.
The moral of the story is this: Any dominance in state or national capitals is fleeting. And: History can be awfully pretty.