The Collaborative International Dictionary of English v.0.48:

Coyote State \Coyote State\
   South Dakota; -- a nickname.
   [Webster 1913 Suppl.]

WordNet (r) 3.0 (2006):

Coyote State
    n 1: a state in north central United States [syn: South
         Dakota, Coyote State, Mount Rushmore State, SD]