STL files for the states may be had here: https://www.thingiverse.com/thing:1524543
If you want to make this, here are some suggestions of things I learned along the way:
1) Be sure to maintain a constant depth below each model of 1mm or so, otherwise you will cut clear through Florida.
2) Select smoothing for all models. The STLs are comprised of at most 10,000 facets and will not look natural without smoothing.
3) Decide your maximum Z based on California and your maximum XY based on Texas. Record these rations and use the same for all states.
4) The Southern border of California needs to be added and joined as a straight line, otherwise the model border goes up to the Salton Sea.
5) The Alaska panhandle is not included in the AK model. I used the WV model for topography and made a cutout vector from a conventional map.
6) Start in the West and work East as the models get thinner.