State governments that regularly and traditionally have declared Confederate History Month are as follows:

Alabama
Virginia
Mississippi
Texas (since 1999)
Louisiana
Florida (since 2007)
Georgia (since 2009)

Local governments in the above states also frequently approve an independent declaration for the same larger purpose. This is also true in states where the larger legislative body does not officially recognize Confederate History Month. Some examples include:

Prestonburg, Kentucky
City of Columbia, Tennessee
Putnam County, Tennessee