Morelia—the capital of Michoacán state—is located in central Mexico, roughly 300 km (185 mi) west of Mexico City and over 1,000 km (620 mi) from the nearest U.S. border (Texas). No U.S. state shares a border with it.
Only six Mexican states touch the U.S.:
Michoacán is two states removed from the border (Jalisco and Guanajuato lie between).
Morelia is a major city (population ~850,000 metro), a UNESCO World Heritage site (colonial center), and a cultural hub. Its prominence may lead some to assume it's a border city—but it's firmly in Mexico's interior.