The one I can see from my house - Colorado:
photo: mine
http://upload.wikimedia.org/wikipedia/en/thumb/b/b0/Coloradocapitolhill2.JPG/800px-Coloradocapitolhill2.JPG
Some cool things about it range from the 24k gold on the dome, to the rare (in fact, I think the worlds supply was used in its construction) marble used, also from in-state, to the marking of 1 mile above sea level on it's steps.