The states of Sonora and Quintana Roo do not observe daylight savings. The remaining 30 states do, but not all on the same date. Towns that are less than 20 kms from the US border have coordinated their DST with that of those US border towns. Check out the lists below.

April 1st – October 28th

Aguascalientes Baja California Sur Campeche Chiapas
Chihuaua Ciudad de Mexico Coahuila Colima
Durango Guanajuato Guerrero Hidalgo
Jalisco Mexico Michoacan Morelos
Nayarit Nuevo Leon Oaxaca Puebla
Queretaro San Luis Potosi Sinaloa Tabasco
Taumalipas Tlaxcala Veracruz Yucatan

March 11th – November 4th

Baja California Chihuahua (north) Coahuila (north) Nuevo Leon (north)
Taumalipas (north)