New Jersey, California and Texas won't vote until June. A late entrant could sweep those three states and win a sizable enough portion of delegates to force a contested convention.
But what's the status of ballot access in Texas for the presidential primary? The primary date is again in flux, but the earlier filing deadline already passed. Will there be a new deadline, based on whenever the new primary date is?
Also, while I don't actually think a late entrant is going to happen, I'd note that the Missouri caucuses have no filing deadline (since, like most caucuses, there's no formal ballot), and many of the states whose filing deadlines have already past allow either a vote for "Uncommitted" or a write-in option:
http://frontloading.blogspot.com.au/2012/01/ill-see-your-white-knight-and-raise-you.html