The only sovereign nations the USA ever annexed (barring Native American nations) are Texas, Hawaii, and arguably Vermont and Deseret, depending on whether you take those two's independence seriously. (Of course, if you take the Native American tribes as full sovereign nations, the number increases astronomically).

All of those entities were annexed (arguably "pacified" in the case of Deseret) by the US government, and both Texas and Hawaii petitioned Washington for annexation. In the case of Hawaii, the government in question was a group of American planters who had just pulled a coup of wuestionable legitimacy against the Hawaiian monarchy and in the case of Texas over half the Republic's territory was was disputed by Mexico.

None of these cases involved a US state acting on its own.

The indigenous nations count surely. Hawaii, was a terribly blatant coup. European and asian votes were counted towards annexation, neither being a part of the kingdom of hawaii, which would give cause to question the legitimacy. Texas would be semantics. do you recognize spaniards as the rightful owners of the land or the indigenous peoples?