I know nothing about rentals in different states, but I did want to add one consideration in regards to owning property in multiple states.
Owning multiple properties in different states makes probate much more complicated for your beneficiaries if you pass away. If you own properties in multiple states a basic will and having beneficiaries on your accounts likely won't be good enough. You would want to consult an attorney and likely have a trust established.
Rentals should be owned by corporations, not individuals. The corporation's stock should be owned by a trust, with the individual as the trustee.
You get maximum asset protection, reduce income taxes, and can pass property outside of probate.
Now if only I would practice what I preach here.