It is codified at 8 USC 1101(a)(22).....with (B) referring to the territories
(22) The term “national of the United States” means (A) a citizen of the United States, or (B) a person who, though not a citizen of the United States, owes permanent allegiance to the United States.
Each of the several states is a nation....all but practically abandoned by the people who are currently participating in the federal benefits & privileges program.
But Fedgov knows they're there......,here's an obscure reference in section 5.23 of the Government Style Manual
In designating the natives of the States, the following forms will be used.
Alabamian Louisianian Ohioan Alaskan Mainer Oklahoman Arizonan Marylander Oregonian Arkansan Massachusettsan Pennsylvanian Californian Michiganian Rhode Islander Coloradan Minnesotan South Carolinian Connecticuter Mississippian South Dakotan Delawarean Missourian Tennessean Floridian Montanan Texan Georgian Nebraskan Utahn Hawaiian Nevadan Vermonter Idahoan New Hampshirite Virginian Illinoisan New Jerseyan Washingtonian Indianian New Mexican West Virginian Iowan New Yorker Wisconsinite Kansan North Carolinian Wyomingite Kentuckian North Dakotan
Grammatically correct....I'm New Yorker........not "a" New Yorker. But I left that land more than half my life ago for Florida. So I now claim Floridian as my nationality (also long enuff to qualify as "1/2 cracker" ;-]