While football has a fandom of its own, baseball is still known to be America's pastime. Compared to football, however, baseball does a poorer job of representing each state with their own team. As such, many residents of states without teams are forced to simply root for the nearest one, or in some cases, like the Red Sox fans of Montana, a random one.
The Chicago Cubs and Minnesota Twins happen to be quite popular all over the Midwest, with the Astros mostly being loved in Texas, as well as Alaska, surprisingly. The Red Sox and Yankees naturally are rivals over being the favorites in the Northeast, with the Atlanta Braves popularity being big in the South.