US states do not diverge persistently from federal trends. That is due to economic mechanisms that restore equilibrium. A very important mechanism is labor market flexibility. If there are lay-offs in one part of the US, people tend to move to other, more buoyant regions. Every year, more than 2% of the American population moves to another state to find a job.
A further mechanism that contributes to restoring equilibrium in the US is income transfers by the federal government. To be honest, similar redistribution mechanisms to absorb shocks on an interregional basis are less developed in Europe. Labor mobility is limited across Europe, and even within countries. Fiscal transfers between countries would be politically difficult to implement and they lack public support.