State parks are a bit picky when it comes to where you are allowed to camp. National forest's and BLM lands are the least stringent. Both allow what is called dispersed camping where you are allowed to hike in or drive in a bit on forest roads and just pick a spot and camp. There won't be any facilities or fire rings and you may not be able to even have a fire pending area regulations, it was pointed out to me that some areas on the east coast you cannot camp above 5000ft unless there is 2ft of snow on the ground first(endangered permafrost). so check out your nearest forest area and see what's "out there"
http://www.fs.fed.us/r8/gwj/
http://www.fs.fed.us/r8/gwj/