Hey Lisa,
If you want to add your own filters to various things within the already-existing Events Calendar code, that is indeed possible but will take customizing the core code directly – something that is not recommended, unless absolutely necessary.
Is that what you mean? If not, let us know.
As for doing things by US State, can you elaborate on this as well? Share some details about exactly what you mean, hopefully we can offer some more insight here 🙂
Cheers!
George