I have been applying for jobs after job on indeed in other states for month and have been having a hard time getting a reply?

If companies are not responding there are only two options:

1. you are not qualified for the job

2. your application and/or resume does do a good job at showing how you are qualified for the job. 

Unfortunately, there really isn't much you can do but keep applying.  Most companies don't inform applicants that they aren't being considered.

I'd suggest you consider all of the following:

1.  Are you apply to jobs for which you are well qualified?

2.  Are you apply to jobs for which companies would normally consider applicants from out-of-state?

3.  Is there anything in your personal or work history that would be a red flag to potential employers? 

You're probably better off expanding your search in terms of jobs and locations as well.

Try applying for jobs you're qualified to do.

What type of jobs?  Employers are going to look for someone local peferably in many cases.

you just have to keep trying and sooner or later you'll get one

What kind of job are you applying for? If a professional job that is hard to find people for, keep trying. For other jobs they'll almost always just hire someone local.

If they are interested, they will respond. If not, take the hint.