Yes they do...excepting willful surrender or unlawful forcible seizure.
In fact, the ratification documents of Virginia, New York and Rhode Island explicitly said they held the right to resume powers delegated should the federal government become abusive of those powers. The Constitution never would have been ratified if states thought they could not regain their sovereignty — in a word, secede. -Walter E. Williams
http://townhall.com/columnists/walterewilliams/2015/07/15/historical-ignorance-n2024814/page/full
War and violence do not and cannot crush the natural right of self-determination. It can muddle the picture and force the vanquished into submission so long as the boot is firmly planted on their collective throats, but a bloody nose and a prostrate people settles nothing. -Brion Mcclanahan
http://www.theamericanconservative.com/articles/is-secession-legal/
The state ceded to property to the federal government in perpetuity (do you know what that means? It means forever)
They have the idiotic prerogative to attempt to seize it but they have no right (other than the “right” of force) to take it.
Oh, and by the way the signing statements of the individual states were only that - signing statements. They had and have no force of law. Williams is wrong.