Where Did Nigel Go?

A puzzle from the excellent Riddler feature at FiveThirtyEight, via Oliver Roeder’s 2018 collection The Riddler:

Your eccentric friend Nigel flies from Heathrow to an airport somewhere in the 48 contiguous states, then hires a car and drives around the country, touching the Atlantic and Pacific Oceans and the Gulf of Mexico, then returns to the airport at which he started and flies home. If he crossed the Ohio River once, the Missouri River twice, the Mississippi River three times, and the Continental Divide four times, then there’s one state that we can say for certain that he visited on his trip. What is it?

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