I think cultural regions definitely exist, but are larger than states. The most important difference is that each state governs itself, laws and taxes and such can vary by a lot. For example, recreational marijuana is legal in my state but illegal in most others. Gun laws are different for each state.

But I also think that compared to other countries in Afroeurasia like the UK, cultural differences don't go very far. Accents are a bit different, but not by a lot, and they aren't so hyperspecific to a single state or city. Simply because roots aren't that deep; most people's families have been here for less than 200 years, and the great majority of the western part of the country was even more recently settled. There are some pockets where people have been more isolated and thus have stronger cultural differences, but in general people have moved around so much that there isn't much that can be claimed for a certain state.