Georgia was the last state to ever elect a Republican Governor, having gone from 1865 to 2002 before Sonny Perdue was elected. It’s Senate went from 1865-2002 with a Democratic majority and its House from 1865 to 2004.
And it looks like they haven't elected a Democrat governor since then.
Lester Maddox actually lost the popular vote to the Republican in 1966, but because no one had a majority the Democrat-dominated legislature picked Maddox.