We are so divided now that I could see that happening in the future. Not in the near future, but long term. Imagine if Blue regions split from Red regions. When you look at a voting map, blue regions are urban areas with higher populations. Red areas form an economic and political alliance to counter the Blue. But, the Red areas control a lot of the resources. So Blue Chicago City State makes an alliance with the Red areas, forming the Chicago Alliance. But the alliances are not fixed so loyalties could shift and form partnerships with say, the Minneapolis City State.
The economists factored in religion, but this was before the great Muslim immigration to the United States. Kinda does sound like the Game of Thrones, minus dragons and witches.
We don't really have that many Muslims in the U.S. yet.
Canada is a different story though.