To find a list of States that have Child Car Seat Regulations and a link to more information on each state look here:
EU vs. US
Many EU car seats are not approved for use in the United States (and vice versa). This is due to a different locking mechanism / attachment system between the US and the EU, and negotiations have been ongoing for years to try and agree on a universal standard.
While you may be able to physically attach a car seat to your car and use without a problem, the lack of certification could be problematic should you a) be pulled over and inspected or b) have an accident and seek to file a claim.
For more information on this difference take a look here: