Police pursuits across state lines

In the first Straight Dope book, Cecil writes:

“Although Illinois cops, for instance, can chase you all over the Land of Lincoln, they can’t pursue you into adjoining states.”

However, I’m sitting here watching one of those “Wild Police Videos” shows, and just saw Arkansas cops chasing a car into Texas and arresting the perps there. I’m not a lawyer, but I find it hard to believe that cops must stop at the state line if they’re in hot pursuit of, say, a bank robber.