Check out how Winston Moy's video on making a topographic map of Colorado. They mention these data sources:
- The one you already found
- The U.S. Geological Survey (USGS)
- Terrain2STL, which uses Consultative Group for International Agricultural Research - Consortium for Spatial Information (CGIAR-CSI) data
OpenSCAD's surface
primitive can turn height maps into STL files.
You may have to trim the state boundaries yourself. :(