The Collaborative International Dictionary of English v.0.48:

Gopher State \Go"pher State\
   Minnesota; -- a nickname alluding to the abundance of
   gophers.
   [Webster 1913 Suppl.]

WordNet (r) 3.0 (2006):

Gopher State
    n 1: a midwestern state [syn: Minnesota, Gopher State,
         North Star State, MN]