In the late 1980s James Stock and Mark Watson developed an alternative coincident index for the U.S. economy. They used the Kalman filter to estimate a latent dynamic factor for the national economy and designated the common factor as the coincident index. This paper uses the Stock/Watson methodology to estimate a consistent set of coincident indexes for the 50 states. The indexes are consistent in the following sense. (1) The input variables for estimating the common factor are the same for each state. (2) The timing of the coincident indexes is set to coincide with the same observable variable in each state (nonfarm employment). (3) And the trend of the index for each state is set to the trend of real gross state product in the state.