You can use Core Location to find the location and then use MKReverseGeocoder to get the state from the location.

What you have to do is setup a CLLocationManager that will find your current coordinates. With the current coordinates you need to use MKReverseGeoCoder to find your location.

- (void)viewDidLoad 
{  
    // this creates the CCLocationManager that will find your current location
    CLLocationManager *locationManager = [[[CLLocationManager alloc] init] autorelease];
    locationManager.delegate = self;
    locationManager.desiredAccuracy = kCLLocationAccuracyNearestTenMeters;
    [locationManager startUpdatingLocation];
}

// this delegate is called when the app successfully finds your current location
- (void)locationManager:(CLLocationManager *)manager didUpdateToLocation:(CLLocation *)newLocation fromLocation:(CLLocation *)oldLocation 
{
    // this creates a MKReverseGeocoder to find a placemark using the found coordinates
    MKReverseGeocoder *geoCoder = [[MKReverseGeocoder alloc] initWithCoordinate:newLocation.coordinate];
    geoCoder.delegate = self;
    [geoCoder start];
}

// this delegate method is called if an error occurs in locating your current location
- (void)locationManager:(CLLocationManager *)manager didFailWithError:(NSError *)error 
{
 NSLog(@"locationManager:%@ didFailWithError:%@", manager, error);
}
// this delegate is called when the reverseGeocoder finds a placemark
- (void)reverseGeocoder:(MKReverseGeocoder *)geocoder didFindPlacemark:(MKPlacemark *)placemark
{
    MKPlacemark * myPlacemark = placemark;
    // with the placemark you can now retrieve the city name
    NSString *city = [myPlacemark.addressDictionary objectForKey:(NSString*) kABPersonAddressStateKey];
}

// this delegate is called when the reversegeocoder fails to find a placemark
- (void)reverseGeocoder:(MKReverseGeocoder *)geocoder didFailWithError:(NSError *)error
{
    NSLog(@"reverseGeocoder:%@ didFailWithError:%@", geocoder, error);
}

Just a few corrections for the above code:
1. Using kABPersonAddressStateKey will give you the state, not the city
2. If you have problem with compiling kABPersonAddressStateKey, add the AddressBook framework to your project and include:

#import <AddressBook/AddressBook.h> 

in your .m file

Using reverse geocoding is what you need and is straightforward.

Given a class that holds a CLLocation *location property, simply use this code sniper I wrote for one of my project, and you re done.

-(void)loadAddress:(void (^)(NSError *error))completion {
    CLGeocoder *geocoder = [[CLGeocoder alloc] init];

    [geocoder reverseGeocodeLocation:self.location
                   completionHandler:^(NSArray *placemarks, NSError *error) {

                       NSString *address = nil;

                       if (error) {
                           self.placemark = nil;
                           self.address = NSLocalizedString(@"Unknown address.",@"");
                       }
                       else {                          
                           CLPlacemark * placeMark = [placemarks firstObject];

                           self.placemark = placeMark;

                           NSDictionary *d = placeMark.addressDictionary;
                           address = [(NSArray*)d[@"FormattedAddressLines"] componentsJoinedByString:@" "];
                           self.address = address;
                       }

                       // Call caller
                       if (completion) completion(error);
                   }];

}

Note that you will be more interested in getting d[@"State"] rather than d[@"FormattedAddressLines"]. Also note that reverse geocoding requires internet access (it s implemented as a Web service) and is subject to volume limitation. Most likely, you shouldn t exceed more than a couple of calls per minute. If you exceed the quota set by Apple, you ll receive an error.

For your convenience, here are the KV stored by the placeMark.addressDictionary proprerty:

{
    City = Millbrae;
    Country = "Etats-Unis";
    CountryCode = US;
    FormattedAddressLines =     (
        "I-280 N",
        "Half Moon Bay, CA  94019",
        "Etats-Unis"
    );
    Name = "I-280 N";
    State = CA;
    Street = "I-280 N";
    SubAdministrativeArea = "San MatU00e9o";
    SubLocality = "Bay Area";
    Thoroughfare = "I-280 N";
    ZIP = 94019;
}