Dario - I believe I can shed a bit more light on this since I was not born in a state, but in Washington, District of Columbia.
Washington was set up according to Article 1 Section 8 of the U.S. Constitution to be a Federal District, governed by Congress. It was to be no larger than 10 miles square (100 square miles). The site was a compromise between the norther and southern states.
The land was ceded from the states of Maryland and Virginia and in it's initial configuration it formed a diamond shape through which the Potomac (ne Potowmack) River flowed. It was initially compromised of three cities or towns, depending on whose version of history you read. They were Georgetown, D.C., Washington, D.C. and Alexandria, D.C. In the aggregate, George Washington deemed that they would be referred to as the Federal City. With the exception of a few years in the 1870's, Congress ran all aspects of the government until 1968
In 1846, Congress gave Alexandria, D.C. back to Virginia, so all land south of the Potomac River now belongs to Virginia.
The 23rd amendment (1961) gave Washington the right to vote for electors for Presidential elections. It has 3 Electoral votes, representing "no more than the number of electoral votes that the least entitled state has. In 1973 Congress passed a law ceding some of its power over the district to local residents, thus creating "home rule". The current head of the Washington DC is the Mayor, Anthony A. Williams who is not running for re-election this year. He shares responsibility with the D.C. Board of Control, which is managed by Congress. An amendment to the Constitution was floated to the states in 1978 which would have given D.C. the same right to Senators, Congressmen (and women) and electoral votes as the states. The time for passing the amendment passed without enough states to ratify the amendment. By Law, Congress established 2 non-voting members of the House of Representatives for Washington, D.C.
I hope this clears things up. [8D]