@Pete *****
I did not. I have a Texas driver license, changed my physical address to Seattle because I have friends in Seattle, which gives me the option for local pick up if I need it.
But if you did want to get a license from another state, South Dakota has a special program just for ex-pats/nomads where you can arrive in South Dakota, arrange with a local mail forwarding service to get a physical address, then use that address to get your South Dakota drivers license and state residency.