Since you have projects going on in these states, you will be required to register with these states and withhold taxes from employee paycheck and remit the taxes to the State. You can get information on registering from each of the States website. Let me know if you need a link and I will try to research and get that for you.
I will however advise you to use one of the payroll services since it is difficult to keep track of the payroll liabilities and filings when various states are involved.
Let me know if you have any question. Bonus and Feedback will be highly appreciated!!!
Please note: This advice is provided with the understanding that all the relevant facts have been provided by you. Any change in facts might affect the advice given and hence may not be relied on in such cases. Nothing contained in this reply was intended or written to be used, can be used by any taxpayer, or may be relied upon or used by any taxpayer for the purposes of avoiding penalties that may be imposed on the taxpayer under the Internal Revenue Code of 1986, as amended.
This is also one of the comprehensive link including AZ. This may help.