You may be able to accomplish this by going to the Reports Menu, clicking on the File Maintenance folder, and selecting the Client Listing Report.

Orion allows for exporting of data to Excel.  After you fill out the prompts on the Selection Tab, click on the Data Output tab and fill in the prompts appropriately:  Destination (it should be Excel), the File path\name where the system will create the Excel file, and the Tab name (usually Sheet1), and then check mark the fields that you want to export. 

In this example, you may want the File As field showing the Client Name, and all of the street address fields including the State and Zip Code fields.  Once done, click on the Data Output button itself to create the actual Excel file with data.

Once you have data in Excel, you may filter by state to show just the addresses that you want to see.