A state government (provincial government in Canada) is the government of a subnational entity in a federal forms of government, which shares political power with the federal or national government. A state government may have some level of political autonomy, or be subject to the direct control of the federal government. This relationship may be defined by a constitution.

The reference to "state" denotes subnational entities which are officially or widely known as "states", and should not be confused with a "sovereign state". Provinces are usually divisions of unitary states. Their governments, which are also provincial governments, are not the subject of this article.

The United States and Australia are the main examples of federal systems in which the term "state" is used for the subnational components of the federation. In addition, the Canadian provinces fulfil a similar role. The term for subnational units in non-English-speaking federal countries may also often be translated as "state", e.g. States of Germany (German Länder).