The list that requires semicolons instead of commas is:
Sacramento, California; Denver, Colorado; Phoenix, Arizona; and Santa Fe, New Mexico.
This is because each item in that list contains a comma (the city and the state), which could cause confusion without the use of semicolons as separators.
The corrected version would be: Sacramento, California; Denver, Colorado; Phoenix, Arizona; and Santa Fe, New Mexico.
All the other lists do not require semicolons because they do not have items that contain commas.