Which of these cities in the United States of America are the capital of their state: Albany, Albuquerque, Anchorage,  Ann Arbor, Annapolis?

Albany is the capital of New York and Annapolis is the capital of Maryland.  The other cities are not the capitals of their state: Albuquerque is a city in New Mexico but is not the capital, Anchorage is a city in Alaska but is not the capital, and Ann Arbor is a city in Michigan but is not the capital.