Final answer:
Baja California, the most northerly state, is in Mexico. It is the world's longest peninsula and played a significant role in defining the US-Mexico border.
Step-by-step explanation:
The most northerly state of Baja California is part of the country of Mexico. Baja California is a 775-mile-long peninsula and is considered the world's longest. It is geographically positioned between the Pacific Ocean and the Gulf of California (also known as the Sea of Cortez).
The historical significance of Baja California is underlined by the fact that it helped define the border between the United States and Mexico after the United States purchased the Mesilla Valley, thereby clarifying the boundary south of San Diego Bay and securing a harbor for potential transcontinental railroad development.