In the USA, you often need to report sales taxes collected by state.
Go to Invoices menu and the choose Tax Report. You will see option to choose the starting date and ending date of the report. This report is using data from your sales invoices.
You can filter taxes by state to get taxes just for one state or you can choose to not filter by any states but group by state instead.
In order to report by state, you would need to make sure all your sales taxes have the correct states entered. Go to Setup, Taxes and edit each tax to have a state. Optionally, you can also enter the county or city the sales taxes applies too.