This one is more (as in: exactly) pertinent to @Hoosier's question.
https://www.statista.com/statistics/1135833/us-presidential-elections-current-streak-by-state/
MN is up there but is as already mentioned outranked by DC and also a gaggle of Western and Great Plains states that have voted (R) since 1968.
I found this fairly easily:
https://www.statista.com/statistics/1136235/us-presidential-elections-longest-streak-by-state/
According to it, the current winner is DC, which has voted (D) since 1964.