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Just what the header says. The most obvious point of divergence is during or after the Mexican American War but I feel there are other opportunities too. Bonus points if you can get one of these states to be a refuge for Native Americans or African American. Another bonus if you can somehow work the famous San Patricio's of Mexico in there somehow. Texas did act as a buffer for a short while as well so any Texas scenario is on the table as well even though it's easy pickings.