Governor Mark Dayton's State of the State address is scheduled to be given at the University of Minnesota's McNamara Alumni Center on March 9, 2016. State of the State addresses are generally held in the Minnesota State Capitol, but that seemed an unlikely location this year given that most of the capitol building is closed for restoration.
It won't be the first time a governor has delivered a State of the State address away from the Capitol. It's been held elsewhere eight other times--twice in Bloomington, twice in Rochester, once in St. Cloud, Hutchinson, and Winona, and once at the Governor's Residence. All other State of the State addresses appear to have been held at the State Capitol.
The Minnesota Constitution requires the Governor to address the Legislature each session, but as far as we can verify, Governor LeVander's 1969 message to the legislature was the first to be titled "State of the State." The Library has collected most gubernatorial addresses since statehood: Gubernatorial Addresses to the Minnesota Legislature "State of the State" and Inaugural Addresses, 1857-present.