Texas, Montana and I think there are a couple more, I’ll have to check into that, but should the crap hit the fan, I’m back in the great Republic of Texas!
No state has anything in its respective Constitution that allows for legal secession. This is a urban legend, especially in the case of Texas, that simply refuses to die.
Here's what it has to say about secession:
Texas does not have the right to secede, any more than any other state does. Which is not to say that Texas, or any other state, can't secede if it has a mind to; after all, 11 states did back in 1861. Many modern Texans have the vague idea - as did most secessionists - that because Texas entered as a former republic, it retained the right to leave the Union if it saw fit. However, no such clause appears in the congressional act authorizing Texas to join the Union. Because it was once independent, because it at one time did secede from the Union, and because its ideology is far different from that of the rest of the US, Texas has always clung to the idea of a guaranteed right of secession as a mark of its specialness and as a source of reassurance in case all else fails.
One privilege Texas does reserve, and a condition that appears in the resolution approving its statehood, is the option to subdivide itself into as many as four states (a total of five). But Texas is more likely to leave the Union again than to fragment its identity and its land.