Something that I've seen used (and have used myself) is by saying that such a person is a proud [insert state demonym here]. For example, I'm from the state of Oregon. If I was to call myself "someone who loves the state of Oregon and the people of Oregon", I would say this:
I am a proud Oregonian.
All the states have a demonym that can be used instead of "Oregonian".
EDIT: Of course, this can be used for states outside of the US, as @ColleenV mentioned in their comment.