It would be real challenging to change profiles on the road. Maybe with changing SD cards, each with its own profile. At any rate, this would be the most cumbersome way.
jonwienke is correct - GPS device is almost essential equipment for any travel scanning. You could change zip code setting every 25/50 miles (range setting would have to be 25/50 too) and you sort of would get the job done, though you might be receiving more than desired. It is the most efficient way of turning "stuff" off and on.
You could create a Favorites List for each state, but that isn't very efficient and a pain to maintain. As you go in one state, turn the FL Quick Key on, and turn the "leaving state" FL Quick Key off. (You could drill this down more by having several FLs for a state, but trying to remember which FL is associated with where could be a problem.)
Lastly you could assign FLs to configuration keys and operate that way. State 1 gets configuration key 1, state 2 gets configuration key 2, etc.
When it comes to profiles, they mostly are there to deal with scanner behavior and general Favorites List things (downloaded, on or off, etc.) and not specific FL behavior (System A on, etc.)
For example, I have two 536 scanners, one in the house the other in my truck. I use the same Favorites Lists for both. But since I have an outdoor antenna at home, I can have more FLs on and attempt to receive distant things than with the truck. Also in the truck, due to mounting, the display is upside down. Therefore I have two 536 profiles, one "house", the other "truck".
Lastly, if you just had to have two iterations of a Favorites List, because you want them to "behave" differently (like listen to cops one way, but not the other) you could do that. I don't advocate it because of possible confusion and maintenance work, but here is how you could in theory. Get your FL all set up. The export it to an HPE file. Then creating a new FL with a different name, use that HPE file to generate the new FL. From there you can fine tune each as desired.