The most common and most likely answer to this crossword clue is the 4 letter word OHIO
I've seen this crossword clue in The Sunday Telegraph
O
H
I
O
More clues leading to the result OHIO
- Gosh, one with nothing is in a state!
- State different bits after zero hour
- State Cook discovered circumnavigating Hawaii
- 30 initially and one other state
- State of leading healthy industrialists in spectacles
- US state I see, I love
- Expression of triumphant surprise going round one American state
- Part of US, old habitat Indians occupied, originally
- State loves welcoming greeting
- Expression of triumphant surprise about current state
Buddy explains!

The straight part
We know that "US state" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case us state = ohio.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.