Glad to see you are attempting customization. It is possible to filter customers by State. To do this you have 2 options; either customize the Customer List screen and add the state field to the Customer grid, then type in the name of the state you would like to filter by, or you can customize the advance search screen.
To learn more about grids and how to customize them, you can review webinar 15 - http://www.methodintegration.com/cs/blogs/methodblog/pages/Method-Community-Webinars.aspx
The other option is to add the ‘State/Prov’ field to the Advance Search screen so you can specify other criteria for the search. You can view more on the Advance Search screen and how to customize it in webinar Webinar 26 - http://www.methodintegration.com/cs/blogs/methodblog/pages/Method-Community-Webinars.aspx
Hope this helps.