States have to function within the guidelines set by the Federal government, but there a lot of wiggle room within that.

For instance, it is common for states to engage in economic development missions to various countries as a way to lure investment into their own states.

It is also common for border states to have working groups with subnational entities across the border to address regional issues that can be handled at the state level. The states of Arizona and Sonora have a relatively deep working relationship to address various issues.

You can also have the federal government devolve some power to states. The Great Lakes–Saint Lawrence River Basin Sustainable Water Resources Agreement became codified in the USA as the Great Lakes Compact in 2008, but mainly leaves the running of the commitments to the affected states.