Good one – it premiered in 1974, so it predates my suggestion for Illinois by 2 years. I was looking at a Wikipedia article on “TV series set in Illinois,” which didn’t list Good Times.
The George Burns and Gracie Allen Show (1950-1958) was set in California. I don’t know if it’s the first series set in that state but it sets a baseline.
And, as long as we’re on CBS sitcoms which primarily aired on Saturday evenings, for Minnesota, The Mary Tyler Moore Show (premiered in 1970) would be a strong candidate for the first one from there. It was overtly set in a TV station in Minneapolis.
An actor from Boise comes home after his law show ends. Learning about being a lawyer from playing one on TV, he decides to start practicing at his family firm. It starred Rob Lowe and Fred Savage and is the most successful Idaho show, even though it only lasted one season before Fox pulled the plug."
A. P. Bio, Toledo, Ohio, 2018-2021
For Home Improvement, I remember one of the jokes was their figuring out they were really lost when they pass a sign saying “Welcome to Ohio”.
Designing Women was a sitcom; the others, as you note, weren’t (Flipper was a sort of a family-oriented adventure/drama, The Waltons was a drama, and Twin Peaks was…something (but definitely not a sitcom).
As far as shows with a later ending year - here are some that are currently running:
Pennsylvania - Always Sunny in Philadelphia
Colorado - South Park
Kentucky - Call me Kat
California - The Neighborhood (that’s the first one I saw. There’s ALWAYS a sitcom currently running set in California)
Michigan - Bob Hears Abishola
Alaska - The Great North
Georgia - Kenan
Alabama - The Wonder Years (reboot)
Illinois - The Conners