The short answer is, that depends. There are a number of states that grant automatic extensions upon approval of your federal extension while other states require that you file a form directly with them. Below is a list of 4 categories with a list of states that fall under that category:
• States that automatically file extensions when you file a federal extension:
Arizona, Arkansas, Connecticut, Delaware, Georgia, Illinois, Indiana, Kentucky, Maryland, Michigan, Mississippi, Missouri, Nebraska, New Mexico, New Jersey, North Carolina, North Dakota, Ohio, Oklahoma, Oregon, Pennsylvania, Rhode Island, South Carolina, West Virginia, Wisconsin
• States that automatically file extensions independent of federal extension status:
Alabama, California, Colorado, Hawaii, Idaho, Iowa, Kansas, Louisiana, Massachusetts, Minnesota, Montana, New Hampshire, Utah, Virginia
• States that do NOT accept a federal extension in lieu of a state extension (you must file state separately):
• States that have no income tax and therefore no state extension:
Alaska, Florida, Nevada, South Dakota, Texas, Washington, Wyoming
Please check with your state's tax office for more details.