your question begs to be reformulated!
As each of the 50 States (making the Federal State know in international relations as the USA) is a fully fledged "State" in the sense of a "territory with its own political organisation" if follows that each of them has its own "government" (and its own legislative branch and its own judiciary ...) IOW your question is not very precise.
You meant
federal government vs a constitutive State?
You could have as well asked about "The Federal State" vs the government of a constitutive state, it wouldn't have made ANY practical difference.
Your question is in fact about "levels of government" i.e. the federal state vs any of the 50 constitutive States.
What can make it confusing is that
within the USA the designation "State" is used not for an internationally recognised / independent state (such as the state of Iran) but for the constitutive elements of the "federal state" (USA)
see:
https://en.wikipedia.org/wiki/Politics_of_the_United_States