You must choose a state to incorporate in, and once you incorporate, your corporation is considered a domestic corporation of that state. Each state has its own corporation laws and its own requirements for incorporation, and your corporation is governed mainly by the laws of the state in which you are incorporated. If you do business in a different state, you will be considered a foreign corporation (which means a corporation from another state) and will be required to register in that state also.
You probably do not need to do anything if you do only minimal business in another state. However, if you are doing substantial business in other states, you must register as a foreign corporation in each additional state. Each state has its own definition of what “substantial business” means. However, substantial business usually means that you have an office or own real estate in a state or that you have employees in a state, or that you have some other form of substantial business dealings or contacts with people in that state. It is essential to find out because there can be penalties for doing business in another state when you are not registered as a foreign corporation there.
Most larger companies will be registered as foreign corporations in the different states in which they do business. Depending on the nature of their business, many smaller companies will only be registered in their home state.