Here are some songs which mention US state capital cities:
"Please Come to Boston" - Dave Loggins
"Calling Baton Rouge" - Garth Brooks
"Jackson" - Johnny Cash
"Santa Fe" - Bellamy Brothers
"Atlanta Burned Again Last Night" - Atlanta
"Austin" - Blake Shelton
"Amy's Back in Austin" - Little Texas
"Midnight in Montgomery" - Alan Jackson
"By the Time I Get to Phoenix" - Glen Campbell
"The Beaches of Cheyenne" - Garth Brooks
"I Can Still Make Cheyenne" - George Strait
"Little Rock" - Collin Raye
"Please Come to Boston" - Dave Loggins
"Calling Baton Rouge" - Garth Brooks
"Jackson" - Johnny Cash
"Santa Fe" - Bellamy Brothers
"Atlanta Burned Again Last Night" - Atlanta
"Austin" - Blake Shelton
"Amy's Back in Austin" - Little Texas
"Midnight in Montgomery" - Alan Jackson
"By the Time I Get to Phoenix" - Glen Campbell
"The Beaches of Cheyenne" - Garth Brooks
"I Can Still Make Cheyenne" - George Strait
"Little Rock" - Collin Raye