Massachusetts too.
Alaska doesn't have counties at all. There are boroughs which are similar to counties elsewhere, but 2/3s of the state is not in any borough.
In Louisiana, they're called parishes.
In Virginia, cities are independent of counties. So are Baltimore, MD and St. Louis, MO but there are counties elsewhere in the state.
In Hawaii, the county is the lowest unit of government, there are no municipalities.
In many states (like New York), when a city controls an entire county, the county exists only on paper and the municipality would be a City and County.