Alaska
Alabama
Pennsylvania is currently the holder of the MLB World Series (Phillies), NFL Super Bowl (Steelers) and the NHL Stanley Cup (Penguins) Championships!
Florida
Penn State
Here are a few teams who hold the record for nost state championships in particular sports: Track & Field: Minneapolis Central, 13 championships Softball: St Bernard's St Paul, 7 championships Vollyball, Girls: Robbinsdale Armstrong, 7 championships Hockey, Boys: International Falls and Roseau each have 7 championships Football: Mahnomen, 6 championships See related links for Minnesota State High School League Records for various sports.
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Most states with multiple sports could claim that distinction depending on how far back you go. For instance, Michigan has won championships in all major sports, even football, though you have to go back to the 50's, before the Super Bowl.
No one state or city has has a clean sweep of all major championship sports. Pittsburgh won 2 major sports for the 1979-80 season, with the Pirates winning the world series and the Steelers winning the Superbowl, and then again in 2009, when the Steelers won the Superbowl, and the Penguins won the Stanley Cup.
Penn State- 9 Championships
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The New York Yankees won the most World Series in the history of sports! The New York Yankees won the most World Series in the history of sports!