You are a citizen of a state if you are a US citizen and reside in the state, but you may be a citizen of a state, and entitled to vote their, under other circumstances. Generally, I believe (and this is specifically the rule in California) citizens residing outside the US retain citizenship in the State (if any) in which they were last resident, and are eligible to vote more specifically based on their last resident address. (Military voters have different rules, this is general overseas citizens.)