Oregon here. Black or blue pen, in the comfort of your own home. Ballots get mailed out weeks ahead of time to everyone in the state, then you can pop them in the mail or bike over to the local library or wherever your closest dropbox is. Ranked choice voting for Portland for the first time this year, too.
All of Canada uses a pencil or pen to mark a sheet of paper, which is then fed into an electronic counting machine. That way there's a paper record of every single vote, showing exactly what the voter intended. The poll workers don't touch the ballot from the moment they hand it to you to the moment it goes in the machine, so there's never any question of impropriety. Afterwards the paper ballots are all hand counted and those counts are checked against the machines in case of any error (or sabotage). The whole process is fast, secure, and we have a result within an hour of polls closing. We use this for federal, provincial, and civic elections.
That's the major reason. There's a paper trail. If electronic voting infrastructure fails, it's possible to completely lose a record of someone's vote, and then how can you prove the vote in the beginning?
What does paper ballot mean if it's all electronic? When I voted, I filled a bubble with black pan and stuck the ballot in an oversized Scantron machine
Here in Ohio you do a touch screen that prints out a paper ballot which has both English and barcode for each choice then you go to a different machine to cast your ballot by scanning it in. This gave me the opportunity to double check everything, once when reviewing I made the correct decisions before printing, then again to confirm my ballot said what I voted for.