Why are some states so liberal or conservative?

I have been interested in politics forever, but one thing that I have never fully understood is why some states are so liberal or conservative. It makes sense for some states to vote one way, like if West Virginia elects pro-coal people. But I have never understood why Rhode Island and Connecticut are so liberal, and I have never understood why Texas and Wyoming are so conservative. Utah I get because of the high population of Mormons, and I get why Michigan is so liberal with its blue collar jobs. But why is Texas conservative? I understand there are a lot of devout Christians, but there also must be a lot of illegal immigrants. Can anyone answer that for me? Thanks