No U.S. national park starts with the letter X. The National Park Service manages 63 national parks, from Acadia in Maine to Zion in Utah, and none of their names begins with X. The alphabet skips straight from Wrangell-St. Elias, the largest park in the country, to Yellowstone, the first national park ever created.
The reason is simple. X is one of the rarest starting letters in English, and American place names mostly come from English, Spanish, French, and Native American languages. Few words in those languages begin with X, and even fewer became the name of a mountain, canyon, or river. Park names usually come from a natural feature, a nearby town, or a historic figure, so the pool of possible X names was tiny to begin with.
A few things come close. Xanterra is a well-known company that runs lodges, restaurants, and tours inside many national parks, including Yellowstone and the Grand Canyon, so travelers often see the name on park signs and booking pages. It is a business, not a park. If you want parks near the end of the alphabet, Wind Cave, Wrangell-St. Elias, Yellowstone, and Yosemite are the closest real options.