As said it is legal to have a Skyline in the US i hate the i know better attitude with this answer everytime its mentioned.
As i have mentioned there are a few US members of the Skylineowners.com forum and they have and know owners In the US with r32's r33 and r34's etc.
And these are street legal.
Good luck if you get one no matter what folks say iam on my second and can imagine getting any other car.there great fun and with headturning looks .And well worth any money.
http://www.edmunds.com/insideline/do/Features/articleId=105699
Also dont knock other models in the Skyline range the GTR is the popular model but the other range is just as tuneable and fast also.There is the non turbo single cam and twin cam models the single and double turbos.Also rwd awd models.
These also include 2.0l.20l turbos,2.5l.2.5l turbos,2.6l twin turboed and the 3.0l and 2.8l bored.Eariler models had 1.6l1.8l etc engines.
As for which states you will have to ask other owners for advice in the US.