The Yucatán: the modern day Yucatán state of Mexico existed as an independent nation from 1841 to 1848, breaking off from Mexico in a manner similar to Texas. Mired in revolts from indigenous Maya and fearing annexation by Mexico, the ruling criollo elite sought annexation by the United States. A bill passed in the House of Representatives supporting annexation, but failed in the senate before James K. Polk could sign it.
Sicily: after the ousting of Italian fascist forces during world war 2, political groups in southern Italy began forming to promote the annexation of Sicily into the United States. They felt that they were neglected and under-represented by the Italian government. While there was limited local support, this movement never gained traction.
Philippines: a U.S. territory for half a century, the Philippines have been heavily influenced by the United States. Grassroots movement for U.S. statehood existed throughout its entire period as a U.S. territory, and even persisted past independence. In 1981, Bartolome Cabangbang, who supported the Philippines becoming the 51st state, got 4% in the presidential election.