Are the origins of trust in state government different from the reasons why people trust the national government? I argue that trust in state government has distinctive origins, tied to differences in how states operate within a federal system of government. Leveraging variations in the character of the states, I consider whether trust in state government is a function of its proximity to citizens, people's relative preferences for smaller government, and the homogeneity of state electorates. Using responses to the 2017 Cooperative Congressional Election Study, I show feelings of trust in state government follow not only from state political conditions and economic performance but also from the distinctive character of the states. These findings challenge prior accounts that argue that diffuse trust in state government reflects only how people feel about the national government, and highlight how large states and small states face different challenges in cultivating trust in state government.