Employment Law Questions? Ask an Employment Lawyer.
You have done what is necessary, from the stand point of local hiring. You've covered the tax aspect and the proper reporting for purposes of immigration laws.
For any sort of out of state employees though, the issue is more complex. You have to actually look to each state involved to determine that state's rules about reciprocal income tax agreements, and whether or not that state has one with your state. If it does not, you then have to file for a tax ID number in the state where they are located so that you can pay their taxes into that state's accounts.
Also, if you hire in different states, different rules apply concerning Worker's compensation. Some state require it only for a certain number of employees, while some require it if you hire anyone.