Answer: The closest -at least formally- I can think of is Argentina.
It is a Presidentialist federal republic, comprised by autonomous Provinces and a Federal Capital, the Autonomous City of Buenos Aires.
Each province has de jure all the powers not granted to the federal government by the Constitution (if this situation happens de facto I can’t really say), but unlike US states, they don’t have their own militias (I understand each State’s National Guard is a reserve under State control unless federalized)
Step-by-step explanation: