DFW! I've been there so many times but never set foot out of the airport! In fact, the only Texas city I properly visited? Amarillo, TX.
I had an overnight layover in IAH too once (flying on cheap Int'l UA J fare - same price as AA Y!), but I don't think that counts as visiting.
Other than that, I have connected in PHX countless time too and never exited the airport! I have actually been to Phoenix multiple times, but I always drive instead of flying.