I would do the "Add Channels On Range" menu to create three favorite lists, one named for each state. Then go into each list and delete everything that isn't in the named state. Then you can toggle each state on and off with a Quick Key if you like.
I live near the WV panhandle, and can pick up VA, WV, MD, PA, and DC. So I have a separate leact for each, plus a separate list for things that cross borders, like WMATA (which exists in MD, DC, and VA) to avoid scanning the same thing multiple times.