The governor of Texas is an idiot - none of the other border states have managed to raise money to build it through donations either. It's all hype for disappointed Trump supporters.

And, think about it. The federal government is the agency that does the eminent domain to take property to build a wall. The first time Texas tries it the landowner will take it to court and win because despite being situated on the border, the state doesn't have the authority to build an anti-immigrant barrier at the border. I'd bet money on it.