@Raquel **********
The vast majority of consulates and embassies will allow most passport holders from most countries to apply regardless of where they are from however, *technically in the States when you go to any consulate website they'll outline their jurisdiction which is their way of triaging traffic; They do this for better crisis management, resource management, efficiency, etc. and each consulate will typically have a handful of states in any given geographic region that they'll serve. For example, the NY Consulate-General is responsible for issuing visas for Connecticut, New York, New Jersey, New Hampshire, Maine, Massachusetts, Ohio, Pennsylvania, Rhode Islands, and Vermont.
You would generally want to pick the consulate whose jurisdiction you fall under and *typically by doing so you are often prioritized and things are just generally more efficient. I've found this to be pretty true even with my dealings with the French Consulates in the States too. Of course, bureaucracy is still bureaucracy so it's not always 100% guaranteed it will be quick or easy even when doing so.