Can't find state I want to change to?

Are you using the state migration event or trying to move with a newbie teleport before level 6? You can find any state by going to the world map and tapping on the coordinates at the bottom. Then change the state value to the number you want to go to. This will load the map of that state.

For state immigration you it is open for states 1-399 at present, but there may be restrictions on where you can move to depending on current event status and your own level.