Name one U.S. state that borders Mexico.

California is a U.S. state that shares a border with Mexico, making it the correct choice. The relationship between California and Mexico is significant, as this border spans approximately 1,000 miles and plays a crucial role in trade, culture, and migration between the two regions.

In contrast, Maine, Oregon, and Utah do not share a border with Mexico. Maine is located in the northeastern part of the United States and borders Canada but is far from the southwestern U.S. where Mexico is located. Oregon is situated in the Pacific Northwest, while Utah is in the western United States, both of which are also far removed from the Mexico-U.S. border. This geographical context reinforces why California is the only option that accurately fulfills the criteria of the question.