The Last O.G. is a current TBS sitcom set in Brooklyn.
Nikki was WB sitcom set in Las Vegas NV airing from 2000 to 2002.
Evening Shade, 1990, Arkansas.
LA To Vegas (at least half the time) 2018
Hart of Dixie, 2011-15, Alabama
Evening Shade, 1990-1994 - Georgia
Would you call Portlandia a sitcom?
Petticoat Junction gets us Missouri, 1963.
My understanding is that its location, as well as that for Green Acres and the Clampetts’ original home in The Beverly Hillbillies (all three shows shared characters) was never overtly stated, but references to nearby towns unofficially places them in southwestern Missouri.
Missouri, another state I ain’t ever been to.
I remember the girls at PJ swam in a water tank!
For your consideration:
Community, 2009-2014, Greendale, Colorado
The Middle, 2009-2018, Indiana
The most recent one for Missouri would be “Superstore” which was set in St. Louis.
There is a Wikipedia page for South Carolina. Probably one for every state?
Hopefully the SC page is better than the Illinois page, which lacks both The Bob Newhart Show and Good Times. 
For Ohio, Mary Hartman, Mary Hartman aired from January 1976 to July 1977, which beats WKRP in Cincinnati. Its spin-off/summer replacement Fernwood 2 Night aired from July 1977 to September 1977, also beats WKRP.
Wow…I remember this thread. I’d actually toyed with the idea of updating it. Nice to see someone else remembers it.
The Rounders (1966–67) was set in Texas.
Bless This Mess (2019–20) was set in Nebraska.
Call Me Kat (2021–Present) is set in Kentucky.
We can do a lot better than Seinfeld for New York. Brooklyn Nine-Nine (2013-2021) , for example, off the top of my head.
Fernwood 2-Night (1977) preceded WKRP for Ohio by a year.
Mary Hartman, Mary Hartman (1976–77) was a year earlier than Fernwood.
No, that series was set in Arkansas.
Take a peak about 5 posts ahead of this.