Each state is very different and unique, for many reasons:
Laws in general are different. For example, in many southeastern states, there are no so called "right to work laws" which basically say that no employee is forced to join a union, where other states have laws requiring union membership to some extent. This was the basis of the NLRB case with Boeing. Many laws, from gun ownership to driving laws to property taxes, vary tremendously from state to state.
Tax laws are very different. California, New York, etc. have very high state income taxes, while many states have lower income tax. Some states (Nevada, Florida, to name a few) even have no state income tax. Not surprisingly, looking at yearly migration trends of American citizens, you generally see people leaving states with higher income tax like New York and moving to states with less state income tax.
Cultures are very different. In California, there are many Asian-Americans, so naturally, there is a lot of Asian food, Asian areas of town, etc. In the South, the food is more fried and unhealthy (which is why the southeast has such a high obesity percentage). There's also some really great Bar-B-Q around here :thumbup: . In New York, it's more international culture, with a bit of everything (Italian, Chinese, Japanese, Bengali, etc.).
Way of life, as Codz mentioned, is different. If you live in a place like Colorado, you probably ski quite a bit; where I live in Atlanta, activities include doing just about anything at Lake Lanier, such as boating, etc. California is big on surfing and beach activities.
That's the great thing about this country; there are so many variations in cultures, laws, and ways of life, you can get pretty much anything you want here