And why are Delmarva and the tiny little southeast corner of Missouri their own states?
In the case of Delmarva, or the state of Accomack, it was the result of a later statehood movement in the part of Virginia on the peninsula (at first annexed to Maryland) and some sympathizing surrounding regions of Maryland. The US liked to grant statehood claims in the early 20th century, which also resulted in the state of Superior. Cultural differences between the eastern and western halves of OTL South Dakota which began to develop in the late 19th century resulted in the state of Souix, and the same sort of thing happened in California with the state of Polk. The state of Coburn was named after President Raphael G. Coburn of the Populist Party who led the country for three terms from 1872 to 1884 and was well loved among the people for reforming the government, clearing out corruption and political machines and championing the welfare of small proprietors and farmers.
The state of Rappahannock was the result of the Treaty of Fredericksburg b between the US and CS. An agreement was reached that the CSA would officially cede the region of Virginia north of the Rappahannock to the US to provide a buffer around Washington and make both capitals roughly equidistant from the border. In exchange the US recognized the CS purchase of Tijuana from Mexico and the CS state of Davis.
The State of Davis was formed from the part of Missouri from which the CS army had not been dislodged by the time the War ended. Over time it grew in importance as a major industrial hub on the Mississippi and from being a highly militarized area with strong central investment.