Geography and Country Music

Nathan and Chris were doing a puzzle of the United States. Nathan picked up the Texas piece...

Nathan: This is Texas
Chris: That's right!
Nathan: If you gonna play in Texas, you gotta have a fiddle in the band....
Chris: Actually, that's Alabama
Nathan: (Looking at the Texas piece in his hand) Huh?

If I have to explain the humor in this, just forget it, it won't be funny.
If I don't have to explain why this is funny, then you're probably rolling around on the floor laughing your head off!