Remember that these are not Confederate soldiers. Most of these records will be in state archives under the heading of militia or state troops. The state adjutant general's records would be a good place to start. You might also check the Governor's correspondence for letters to and from county militia officers. You might also consider that troops in actual state service had to be paid and supplied. Records of this kind (receipts and disbursements) might be filed under the state treasurer's files. Do overlook the state auditor's records -- you never know what will be found there.
Another great source will be local newspapers. The newspaper served as a place to post public announcements concerning militia orders, drills and assemblies. You may find as much about state troops in the newspapers as Confederate commands.