Is there more than one place in the US where the municipality, county and state all share the same name. The one I know of is in Manhattan, where you are in the county, city and state of New York (the County of New York is smaller than the City of New York).
My guess is that this isn't the case. The only other cases where I can think of where the city and the state share a name, in Kansas and Oklahoma, I don't think that the counties do as well. If there are any other cities that share the name of their state, I'm not aware of them.
I grew up in Bernalillo County, just a couple of miles south of the county line separating Bernalillo County from Sandoval County. The county seat of Sandoval County is the town of Bernalillo which is about 10 miles North. I've often wondered if there are any other similar situations to this in the US.
I suppose one could argue that Kansas City Missouri is similar, but in there are a couple of differences: there is a matching Kansas City in Kansas and KC isn't the capitol of Missouri.
Over lunch, I was further speculating (pretty much confirmed here) that when the counties were first set up for New Mexico -- probably shortly after the Mexican War when it became the New Mexico Territory of the US -- there was a single county for what is now both Bernalillo and Sandoval counties, and perhaps more. At that time, Albuquerque would have not been much bigger than Bernalillo, or Los Gregios, Martineztown and Alameda (all of which have been more or less absorbed into Albuquerque), so the county might have been named for the more central town. However, Albuquerque became the county seat, so that when the counties were split, the name went with the county having the seat, and the new county got a new name (and the town the original county was named after became the seat of the new county).