Is there any noun for a person who has special place/respect/love for people belonging to his own state within a country?
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.
A patriot is a person who loves and zealously supports and defends their country.
It is also used to show one's love and attachment to their own state.
Faulkner was a Mississippi patriot with a profound understanding of the historic injustices done black Americans but... (Bye Bye, Miss American Empire: Neighborhood Patriots, Backcountry Rebels, and Their Underdog Crusades to Redraw America's Political Map, by Bill Kauffman)
Google search on Michigan patriot.