Never. The closest that we have come to it was during our national expansion westward. Texas was the only sovereign nation that voluntarilly joined the union, and there were other formal colonies of other nations which made the transition; such as the southwestern states (former Mexican territories), Puerto Rico, Louisina, and Florida. But, if that is the grand scheme of things, then so be it, but they have to go the whole 9 yards and not just pick off a few favors.
California was also a Republic that "joined". While it was only a stand alone republic for some 24 or so hours, it was still a nation before it joined.
And, as a proud 7th generation Texan, there are times when I wish we would regain our soverignty--(grin)!