Not really...
If push came to shove, I would feel more allegiance to my home state than I would others, & then, after my home state, I would feel more allegiance to the states in my area of the country than I would to others.
But I think a lot of it has to do w/ the "climate" in which you're raised & educated &, of course, too the current climate of wherever you are. I grew up, was educated, & live in an area that, in a way, promotes "state independence" & still has a "state's rights" kind of attitude.
In this area of the country, you grow up being proud to be from whatever state you're from.