In most states, the governor is able to appoint Senators on a temporary basis.
Senator Jon Kyl's appointment was the first in Arizona. Are there any states where no Senators have ever been appointed?
Yes, according to the Senate Historical Office's list of appointed Senators since 19131. The following three states never had any appointed Senators since 1913:
1913 is the year in which the Seventeenth Amendment to the United States Constitution was ratified. It established means of filling vacant Senate seats and the direct election of senators.
Furthermore, the following state legislatures currently do not empower the governor to appoint Senators:
North Dakota, Oklahoma, Oregon and Rhode Island had appointed Senators before the respective state legislatures changed their laws and prevented the governors from appointing Senators on a temporary basis.
So, there won't be any appointed Senators from Wisconsin for some time.
1 The Senate Historical Office does not keep records of appointed Senators before 1913. See https://fas.org/sgp/crs/misc/R44781.pdf, page 13, "Senate Historical Office maintains records for Senators appointed since 1913"