Option 1: Rewa - The correct answer. Rewa district in Madhya Pradesh shares a border with Uttar Pradesh. It is located in the northeastern part of Madhya Pradesh.
Option 2: Raisen - Raisen district does not share a border with another state. It is located in the central part of Madhya Pradesh.
Option 3: Hoshangabad - Hoshangabad district does not share a border with another state. It is located in the central part of Madhya Pradesh.
Option 4: Shahdol - Shahdol district does not share a border with another state. It is located in the eastern part of Madhya Pradesh.
Therefore, the only district among the given options that shares a border with another state is Rewa.