The envelopes, rigged with matches set to ignite when opened, were sent to the governors of Montana, Idaho, Nebraska, Washington and Utah. There were no reports of injuries.
"The envelope was opened, and we found what appeared to be a small incendiary device," Nebraska Lt. Gov. David Heineman told CBS affiliate KMTV. "It looks like some matches put together with a very small piece of paper with an unknown substance in it."
All the letters appeared to have come from a maximum-security prison in Nevada, where another letter also turned up at the office of the state corrections director.
Barbara Ranf, chief of staff for Montana Gov. Judy Martz, said the match was contained in a white business-size envelope and burned part of a piece of paper when it ignited.
Matches also ignited when letters to Idaho Gov. Dirk Kempthorne and Nebraska Gov. Mike Johanns were opened by staff members in Boise and Lincoln and in the office of Jackie Crawford, the state corrections director in Carson City, Nev. There were no evacuations in those states.
Similar letters were sent Gov. Gary Locke of Washington and Gov. Olene Walker of Utah. A nationwide alert was sent to governor's offices Thursday after the first incidents, however, and both those letters were intercepted. In Utah, a bomb squad was called to handle the envelope.
All were postmarked from the Ely State Prison in Ely, Nev., officials said.
Glen Whorton, assistant director for the Nevada Corrections Department, said two inmates whose names are on the envelopes are being questioned at the prison in eastern Nevada, and the FBI is involved. He also said authorities aren't sure if the inmates actually sent the letters or their names were put on the envelopes by someone else. He declined to name them.
Kempthorne spokesman Michael Journee said the envelope contained a blank sheet of paper rigged so that a match held inside it would strike when it was removed from the envelope.
"When the mail guy here opened it, that's what happened and then the match went out," Journee said.
In Montana, two floors of the Capitol wing containing the governor's office were evacuated for about two hours. Sheryl Olson, deputy administrator of the state General Services Division, said the evacuation was ordered because police considered the incident a "credible threat."
Whorton said the envelope addressed to Crawford didn't look unusual, and so it wouldn't have been checked or opened before leaving the Ely prison or getting to her office.
"There was no bulk to it, no external indication that there was something odd there," he said. "It's the kind of thing that comes into the office every day.
"It's troubling, obviously. It's not dangerous but it's certainly frightening to get something like this in the mail."