I'd also say that US states are quite varied in their culture. Maybe not as much as European countries, but still the comparison between US and Western Europe is not between a single hue and a rainbow, but rather between different spectra.
Cultural differences do exist in the US, but IMO they have little to do with state borders. Someone from Brooklyn has much more in common with someone from Jersey City than they do with someone from Ithaca. Phoenix feels more like Anaheim than it does like Nogales. And so on.