The answer to the first question is Kentucky.
MLB franchises: Kansas City Royals, St. Louis Cardinals, Chicago Cubs, Chicago White Sox, Cincinatti Reds, Cleveland Indians
NFL franchises: Kansas City Chiefs, St. Louis Rams, Chicago Bears, Indianapolis Colts, Cincinatti Bengals, Tenessee Oilers, and the Cleveland Browns (though they haven't played yet).

The answer to the second question is Iowa.
MLB franchises: Minnesota Twins, Milwaukee Brewers, Chicago Cub, Chicago White Sox, St. Louis Cardinals, and the Kansas City Royals
NFL franchises: Minnesota Vikings, Green Bay Packers, Chicago Bears, St. Louis Rams, and the Kansas City Chiefs