They are no longer state by state exams (although they are accepted state by state) and are now regional licensing exams... so lots of overlap (up to 45+ state overlap). The state where you go to school has nothing to do with which exam you take, except for maybe a higher likelihood of a western state school offering the Western Regional Examination Board exam for example. Best place to start considering this is looking at this chart:
https://www.ada.org/~/media/ADA/Education and Careers/Files/Pathways_Accepted_by_State.pdf?la=en
Once you know which exams are accepted in the state that you want to practice in, then you can start asking schools which exams are offered at the school itself (depending on where you are in the application process or if you are already attending). If the exam you need isn’t offered, you can make arrangements to take it at a different school, but that also means transporting patients/an assistant and paying for room and board.
Written boards are national and are on their way to becoming only one exam, so you don’t need to worry about that one too much other than studying for it when the time comes.