Clue: By gum! Coal trains regularly left Gulf state (7)
Answer: YUCATAN
Explanation: Definition: Gulf state

(b)**Y** (g)**U**(m) **C**(o)**A**(l) **T**(r)**A**(i)**N**(s) [*regularly left*]
 
*Yuvatan is a state of Mexico on the Gulf of Mexico, therefore a "Gulf state".