The majority of states did not set up their own health insurance exchanges as Obamacare was being set up. But your question is harder to answer than you might expect because there are federal-state partnerships of one extent or another in 11 states. There are 13 states plus DC that set up their own plans. The rest are federally facilitated markets. The states that set up their own plans include CA, WA, ID, CO, MN, NY, VT, NH, RI, CT, VT, KY, VA, and DC.