You'll probably get a lot of answers telling you that the state is so important, we have such deep and meaningful cultural identities specific to our states, etc., but don't believe them. These "ask" subs are always just circlejerks about how amazing someone's country is. The truth is that there's almost no sense of belonging to your home state, as opposed to other states and the nation in general. The state is just the government where you live. To give an idea of how little we think about it: my home state, Illinois, has its name on its flag. The reason it has its name there is because, during the Vietnam war, there were problems arising from the fact that military personnel from our state didn't know what our flag looked like.

Nationally, about 40% of adults relocate out of their state at some point in their lives. As I said, I'm from Illinois; I'm now on the east coast, my brother is west coast, and my sister is in the south. The sense of disassociation from the place of your birth makes our national population very mobile and interconnected and gives us a strong sense of national unity, but at the same time, it creates a sense of political apathy, because there's always so much going on that the nation as a whole pretty much forgets that its individual places exist and is unaware of their issues. On top of that, with mass there is inertia, and the mass of the body politic is so large that you can't help feeling when you live here that the "system" is impossible to change.