Assuming that Texas went independant from Mexico in 1836 as it did in OTL, then; let's see; I can see Utah becoming a state in the late 40s, maybe California around the same time, irregardless of the gold discoveries, but the Californios would probably remain in control of the state [as should have happened in OTL, but the Anglo- Americans treated them very unfairly]
Colorado would have come in sooner or later, probably not until at least the '60s or maybe the 70s [OTL '76] with a strong Spanish influence, somewhat offset by miners and mountain men from the US.
With Santa Fe as the capital, and it being a long established town, I can see NM joining as early as the late '40s, but again, the Spanish [Not Mexican] influence would be very strong here.
Ariz. was too empty of any but Indian tribes to be eligible for statehood until near the turn of the century. Likewise Nevada. In OTL, it was the first of the mountain states to get statehood [1864] but it was empty of people except for a few silver miners. A political decision caused it to be a state about 25 years before it should have been. And as for Wyoming, the map of Mexico before the American land grab of '48 shows only the SW corner of Wyoming being Mexican territory. It too, was not fit for statehhod till about 1890. I can just imagine it as a state when Red Cloud/Spotted Tail went on their rampage in '66. Oklahoma was, I believe, all US territory and never a part of Texas, in any event, the indian treaties which had been signed, probably precluded it from doing anything much different than the 1907 ststehood as in OTL. As from anything south of the border, I won't even speculate about that, we would need to look at the War of the Reform and the French intervention to discuss that.