In the state of Georgia it is illegal to sell a vibrator or dildo to someone without a prescription. Most states don't share the Peach State's concern about the masturbation menace. But, maybe they heard a heartfelt rendition of "Every Sperm Is Sacred" and took it seriously. At least they aren't our legislators.
The case linked above also notes that the U.S. District Judge assigned to the case is not doing a stellar job by ignoring a prior decision of the U.S. Court of Appeals for the 11th Circuit in the case on remand, and reverses that decision. Thus, the advertising ban associated with the statute is held unconstitutional since it bans the sale of a product that it is legal for users with a prescription to buy.
UPDATE: Gads! This site claims that Colorado has such a law as well! But, a review of the pertinent statute, section 18-7-102 read with the definitions found in section 18-7-101, of the Colorado Revised Statutes, has revealed that dildos and vibrators have been specifically excluded from Colorado's obscenity statute, and that this has been the case since at least 1981. The judge in a similar case in Alabama found that only Texas, Georgia and Alabama have such statutes. Why am I not surprised? These states earn their reputations for stupidity.