Which three US state birds are not species native to the United States?

South Dakota's Common Pheasant is native to Asia The only one i found.

https://en.wikipedia.org/wiki/Common_Pheasant

The Mosquito, Alaska's state bird, is native to Africa, no?

The state bird of Alaska is the Willow grouse. I believe it's native to North America.

https://en.wikipedia.org/wiki/Willow_Ptarmigan

By the way, here is a list of all the state birds, look for yourself to see which of these who are not native to the US.

https://en.wikipedia.org/wiki/List_of_U.S._state_birds

I saw that list, only one that says that is not native to USA was South Dakota's Common Pheasant...

Gallus gallus is a species not native to the USA. The Blue Hen Chicken may well be a variety originating in the Americas, but the species comes from Asia (point of origin uncertain, but widespread). Similar objections apply to the Rhode Island Red. The Common Pheasant is also Asian, and like the ancestors of the above chickens, arrived in the USA via Europe (if not the UK in particular). https://en.wikipedia.org/wiki/Red_Junglefowl and related Wikipedia pages. The Willow Grouse is a bird found in both northern Europe and North America.