Check if item is in a list in an Excel macro

Wondering if there is way using an Excel macro to check if an item is in a list instead of using IF THEN ELSE statements.   As an example, let's say of the 50 United States, if a particular state is a blue state, do something; if a particular state is a red state, do something else.  I'm trying to avoid coding something like what I have below, which is tedious and probably also takes a lot longer to process (especially if dealing with a large number of items that need to be checked) than some other method:

If state = 'CA' or 'NY' or 'NJ' or 'NH' or ......etc, etc  then
do something
elseif state = 'TX' or 'SC' or 'GA' or.... etc etc then
do something
else                       <------ it's possible in the source data that a particular item, for some reason, is not a state at all
do something