Its "in Oregon". Place names, cities and countries usually go with "in", because they're normally not combined with an article. Unfortunately, the USA are an exception, because they're plural, right? So in nominative it's "die Vereinigten Staaten (not necessary: von Amerika)" or "die USA", therefore: "in den Vereinigten Staaten", or "in den USA".
However, it's "im Westen", because it's "der Westen", therefore: in + dem = im.
Better now? :)