Pretty sure Alabama does - it was in the news a year or so ago. I wasn't aware that any other states did as the Alabama story was quite a big deal.
It may have been that Alabama banned the possession of sex toys and not just the sale.
"It may have been that Alabama banned the possession of sex toys and not just the sale."
I just see the reaction of a criminal court judge now as he/she reads the search warrant in search of sex toys.