What was the latest U.S. state to receive or generate electricity?

If you are asking which state was the last one to gain or generate electricity, then it would have to be Hawaii as by the time it became a state in 1959 all 49 other states already had power. Honolulu first had electricity in 1888.

https://www.hawaiianelectric.com/about-us/our-history

If you are asking what is the most recent major power plant, then the state of Georgia would be the answer with the new Nuclear power plant at Vogtle which started generating power this year.

https://apnews.com/article/georgia-power-nuclear-reactor-electricity-voglte-startup-305145dc46cc1752c2d9371fa70aea35