Here's a strange one: An 1884 promotional map for a company that manufactured hog rings (like nose rings for hogs, you can read more about those here, if you can stomach a little animal cruelty).
Each state is shown with a representative ring-wearing hog.
Complete with a hog-clown in the margin.
Many of these nicknames are strange but Missouri wins.
The full map can be seen from the Cornell University Digital Collections.
I like that if you're a territory, we can't be bothered to think up a nickname for you. Nicknames are full actual states only. Except New Mexico -- love ya, Greasers!