There's not a lot of places in the country with "true" interstate integrated transit needs. Places like Chicago have far suburbs and exurbs within the commute shed in other states but are still generally within state. Even cities like St. Louis generally have a clear dominant locus in one state, which limits the ability of the other state(s) to play off the other state.
The general exceptions to this rule are Kansas City and Washington, DC, where the workplace loci are truly distributed among multiple jurisdictions so that no one state is dominant. In DC, the standard subway (WMATA) runs across all three jurisdictions, although there is some amount of political football over funding. The commuter rail systems are not integrated, but that is largely due to limited capacity over the Long Bridge. (MARC, the Maryland system, is participating in the Long Bridge replacement project in part because they do intend to extend service to Alexandria once there's capacity to do so).
NYC is a truly special case because it's simply so massive. In terms of geographical boundaries, there are roughly three natural independent sheds: trans-Hudson, trans-East, and trans-Harlem rivers. Each of these sheds is massive enough to let each of the three commuter systems that focus on their own sheds to not have to coordinate. These sheds also happen to largely coincide with different states: NJ is trans-Hudson, NY (or, rather, Long Island) is trans-East, and CT (as well as parts of NY) is trans-Harlem.