Wyoming (WYDOT) is another exception because the "W" is silent, so Dubya Dot wouldn't make much sense. Other two-letter states include North and South Carolina (NCDOT and SCDOT), Indiana (INDOT), New Hampshire (NHDOT), South Dakota (SDDOT). That last one looks like stuttering.
Here are some different ones that I wonder how they are pronounced. I suppose they can be spelled out. NYC trips off the tongue easily.
ConnDOT - do the TV reporters pronounce it "con dot?"
NYSDOT - New York State
NYCDOT - New York City
Turns out Nebraska doesn't have a 'department of transportation' they have a Department of Roads (NDOR). Reminds me of the witch of Endor.
The main reason I care about the various DOT websites is their webcams. When I'm going to be driving across country I can see road conditions ahead, and I have bookmarked the ones near Jeri's house so I can see what her weather is and pretend I might see her Cadillac whizzing by.
But today I'm tremendously excited because CDOT (Colorado) recently upgraded the camera near my house there so the picture covers more than just the road bed, and it looks both ways up and down the highway.
Eastbound:

Westbound:

It would be great if one of those was my house, but on the other hand, I wouldn't want to live right on the highway like that.