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A
Florida
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B
Oregon
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C
California — along with Texas, New Mexico, and Arizona, California shares a border with Mexico along the southern United States
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D
Nevada
Why this is the answer
Four US states share a land border with Mexico: CALIFORNIA, ARIZONA, NEW MEXICO, and TEXAS. The US-Mexico border is approximately 1,954 miles long. Mexico borders the United States to the south. USCIS Question 91 (65/20 list): 'Name one state that borders Mexico.' — Any of the four is a correct answer: California, Arizona, New Mexico, Texas. CONTRAST with states bordering Canada (northern states: Montana, North Dakota, Minnesota, Michigan, New York, Vermont, New Hampshire, Maine, Alaska, and others) — USCIS also asks about the Canadian border.
Source: USCIS Civics Question 91 (65/20) — States Bordering Mexico