Here is some information about gifts. See IRS publication page 34 - http://www.irs.gov/pub/irs-pdf/p525.pdf - Generally, property you receive as a gift, bequest, or inheritance is not included in your income.
So the gift you receive is not included into your income and is not reported on your income tax return. That is true for federal and for state income tax as well.
Gift tax return and gift taxes are paid by donors - but because your father is neither US citizen nor a resident of the US - and the gift transaction is outside the US - your father is not under the US jurisdiction and is not required to report the gift transaction.
Gifts from non-resident aliens above $100,000 are also reported on the form 3520 - http://www.irs.gov/pub/irs-pdf/f3520.pdf see part IV. There is no tax associated with this reporting.
If the gift is below that amount - no need to report it.
Please let me know if you need any help.