Indiana- Mike Pence, its governor, is Trump's running mate so it would be a big shock if it goes for the Democrats.
Alaska- It's a solid red state, so it turning blue would be shocking.
Utah- Seems very unlikely to me, but if it goes Democrat it'll be the biggest shocker, probably because a 3rd party will have to perform very well too.
I think Utah's still a stretch, but at this point something like this isn't
completely unrealistic, especially if local Mormon politicians choose to endorse McMullin:
Clinton 34
Trump 31
McMullin 20
Johnson 13
Others 2