I guess that, as Deftil said, it depends on the state. Some states have stronger identities than others, no?
Over here, some counties have very strong identities, despite (or perhaps because of) having much, much smaller size than US states. Yorkshire, Lancashire and Cornwall spring to mind. People from those counties are very likely to identify with them strongly, often in preference to national identity.
Other counties, such as my own, Leicestershire, don't really have a collective identity at all.
Wouldn't it be similar with states?
Mutate and Survive.
"The Bible is like a person, and if you torture it long enough, you can get it to say almost anything you'd like it to say." -- Rev. Dr. Francis H. Wade