Creating worksheets based on state

Hello all, I'm new to the forum, new to Excel, and as confused as heck. For my job, I receive a batch of raw unformatted data that must be divided by state (10 different states). I've created a macro to remove the unnecessary information, create columns from the text, insert headers, and make ten worksheets--each separate state must go on a separate worksheet.

Now here's my question...

While I've seen similar posts on the forum, I haven't seen one that can specifically help me. Can a macro be created that will scan the raw data (after it's been put into the proper columns/headers) and transfer them to the appropriate worksheets? IE: Georgia information going under the Georgia tab... Maine under Maine...etc?

Thanks for all the help!