Take a look at keypaths. They are super powerful and I use them instead of NSPredicate classes most of the time. Here is how you would use them in your example...
NSArray *uniqueStates;
uniqueStates = [customObjects valueForKeyPath:@"@distinctUnionOfObjects.state"];
Note the use of valueForKeyPath instead of valueForKey.
Here is a more detailed/contrived example...
NSDictionary *arnold = [NSDictionary dictionaryWithObjectsAndKeys:@"arnold", @"name", @"califonria", @"state", nil];
NSDictionary *jimmy = [NSDictionary dictionaryWithObjectsAndKeys:@"jimmy", @"name", @"new york", @"state", nil];
NSDictionary *henry = [NSDictionary dictionaryWithObjectsAndKeys:@"henry", @"name", @"michigan", @"state", nil];
NSDictionary *woz = [NSDictionary dictionaryWithObjectsAndKeys:@"woz", @"name", @"califonria", @"state", nil];
NSArray *people = [NSArray arrayWithObjects:arnold, jimmy, henry, woz, nil];
NSLog(@"Unique States:\n %@", [people valueForKeyPath:@"@distinctUnionOfObjects.state"]);
// OUTPUT
// Unique States:
// "califonria",
// "michigan",
// "new york"