The word native has come to have almost as many meanings as there are organizations and gardeners. Generally, I interpret the word as a plant indigenous to the state where one resides. Plants, however, do not recognize state lines. What grows "naturally" in your woods or meadow may also be found from Canada to the Carolinas.
You may choose to be a purist and grow only plants native to your state. Species from the rest of the U.S. may or may not be included. European, Asian or Japanese natives related to our locals are included in my garden. I also grow shade perennials that are species and hybrids having no close relatives in the U.S. Hellebores are one example.
Each gardener must find his/her own answers to this emotionally charged issue. Personally, I feel no garden is complete without native plants and their relatives.