Oregon does this I believe, them or Washington. While on vacation I was always irate at the pump because I had to wait for someone that started the pump then ran off, so if it stopped prematurely and early we had to wait for that person to run back.
The canonical example of a state that does this is New Jersey. I don't live there, but I've driven through it on occasion, and it's always jarring to suddenly not be allowed to do so something so basic (and that you've done thousands of times) as inserting a gas nozzle into a fueling port and depress the trigger.
NJ does this--though the prices at the pump are still lower than in a number of nearby states. I think there have been occasional attempts to change the law so that people can pump their own gas, but it has always failed.
