By "states" do you mean countries, or the provinces / subdivisions of a country (like Texas, Alabama, etc. in the US, or like British Columbia, Quebec, etc. in Canada)?
You can have different rules for different countries by simply using different country zones.
There is currently no selection/variable for provinces inside a country. If you are able to describe the provinces in terms of postal code ranges, you can use conditions on the ZIP variable to have different shipping rates for different provinces.
Best regards,
Reinhold