Possible Clues:

• Sitka setting
• 1867 United States purchase
• Pity Kathleen got away, separated from the main bunch in America
• Third-least populous state
• Palin was the recent governor here
• 'What did Delaware?' 'I don't know, but ___' (old joke)
• The largest state of the US
• Railcar oddly prohibited musical type here in US?
• British Columbia neighbor
• Unfortunately king has a state that's isolated