Following is an alphabetical list (by state) that contain more than one paper. If you are searching for specific state and local historical papers, the University of Pennsylvania has an excellent research guide.
The Library has a large collection of newspapers on microfilm
The Center for Research Libraries (CRL) specializes in collecting newspapers, including ethnic language newspapers published in the US as well as international newspapers.
For more information, please consult the library's catalog, or contact a librarian.