They are energy, not matter. The changing magnetic field generates the electric field, and the changing electric field generates the magnetic field. I think the question must be invalid.
In physics, electromagnetic radiation refers to the waves of the electromagnetic field, propagating through space, carrying electromagnetic radiant energy. It includes radio waves, microwaves, infrared, light, ultraviolet, X-rays, and gamma rays. Wikipedia
As above, EM radiation isn't matter, so doesn't occupy a state. It's also worth adding that there are more states of matter than just the four you mention -- although those are the most common and most well-known, and the remaining states of matter are only attainable in extreme conditions.
Sorry, we can't find any related questions. Try using the search bar at the top of the page to search for some keywords, or choose a topic and submit your own question.