I know they wanted it, however, they must have known the need or want of more slave states just to keep political PARITY :) was a lost cause. In 1860 suitable lands that would mirror perfectly the Southeast United States for the institution was fast drying up and those vast treeless lands of the praries that were left were shied away from. The lands east of the Rockies, the Great Plains, would take nearly forty years, thousands of settlers and improvements, new technologies and four major railroads connecting the Atlantic to the Pacific to before it became the king of industrial agricultural production. Territory was drying up for those from the free states as well; and by the mid 1870s, settlers would be hard pressed to find acceptable, free land. Another very conceivable factor in the cause against slave states is a competition over how much land would be available to all, rich and poor, and the fear of large parcels of land going to rich men, i.e. plantation owners, who usually took many acres for themselves.
The filling up of the American Territories by the 1880s caused a great economic and social upheaval in the United States, leading to Union strikes, the American Socialist Party, and a President writing "Democracy is now the enemy of law and order."
Southerners could never hope to annex any territory in Central America or especially Cuba; the cost would have been too great and outside of their pocket books to acquire and to hold. However, Americans (including Southern Americans) did find a way to exploit Central America and Cuba and by the late 1800s were owning plantations (and local governments) to produce Bananas, Sugar and other products using local workers.