Of the US states, none of them. The closest would be Connecticut, which ends in the letter 't'.
fat head
fat out
booger, fat
Rhyming can be stretched, but there isn't one state that surely rhymes with "wall."
Thick
fat cat
fat nile
fat cat
Some words that rhyme with fat man:AdmanAfghanistanAfghanAnchormanAtmanBadmanBatmanCameramanCancanCaravanCattlemanCayenneFlagmanHangmanJapanMadmanPakistanSampanSandmanSaranSaucepan
low fat?
A fat mans bycicle
Rat Dancer Fat lancer Fat dancer Fat trancer (see movie "Trancers") lancer