When introducing myself to Europeans now I've started saying the state I'm from, such as "I'm from the state of Idaho in the US". Utah is a different state/place than Idaho (see liquor laws, state lottery) and both are very different than California or New York. They're almost like different countries in some ways, especially over the last 10 or so years. Not too long ago you could pretty much live anywhere and the main difference would be where you buy your booze and your tax rates, but that's increasingly changing.

On the rather extreme end, there are some serious movements for secession from the US. Funny enough they don't usually go very far because (shockingly /s) the red states drop their enthusiasm when a red president gets elected, and the blue states drop theirs when a blue get elected. But if we had a steady president for 3 or more terms, I would bet you it gets serious again.