I was born in MS. We pronounce it "Miss'ssippi". I remember in first grade the teachers solemnly teaching us the "Hump back, eye, crooked letter, crooked letter" chant so we could spell our state's name.
I've lived outside of MS now for many years. Not so long ago, I went to the DMV here in NYC to renew my license. I know no one enjoys visiting the DMV, but the New York City DMV is truly the seventh circle of Hell. Anyway, the lady demanded my green card as proof of identity. I informed her I did not have a green card, and she huffed, "Well, you'll have to come back with your proof of legal immigration." I informed her that I was, in fact, born in Mississippi and therefore a US Citizen!