Short answer: Five jurisdictions enforce a penalty: California, Massachusetts, New Jersey, Rhode Island, and Washington, D.C. Vermont has a mandate with a reporting requirement but no penalty. Everywhere else, only the (currently $0) federal rule applies.
Since the federal penalty went to $0, these jurisdictions adopted their own individual mandates: California, Massachusetts, New Jersey, Rhode Island, and the District of Columbia all require residents to have qualifying coverage and impose a tax penalty for going without it. Vermont requires residents to report coverage but does not charge a penalty. Penalty calculations differ by state (for example, a flat amount per adult or a percentage of income), and each is enforced through the state tax return. Residents of other states are subject only to the federal rule, which currently carries no penalty.