See the section 5.22, Nationalities and 5.23 "designating the natives of the States". For example, Texan, Californian, etc. Note that the URL has a Top-Level Domain of .gov

  https://www.govinfo.gov/content/pkg/GPO-STYLEMANUAL-2008/html/GPO-STYLEMANUAL-2008-7.htm

  "The governments of the United States and one of each of the several states are distinct from one another. The rights of a citizen under one may be quite different from those which he has under the other".

  Colgate v. Harvey, 296 U.S. 404; 56 S.Ct. 252 (1935)


  "That there is a citizenship of the United States and a citizenship of a state, and the privileges and immunities of one are not the same as the other is well established by the decisions of the courts of this country."

  Tashiro v. Jordan, 201 Cal. 236 (1927)


  "The only absolute and unqualified right of a United State citizen (federal citizen) is to residence within the territorial boundaries of the United States."

  U.S. v. Valentine, 288 F. Supp. 957