One of the most bizarre but oft-repeated myths about polling is the notion that state polls 'lag' behind national polls, and particularly lag behind national trackers. This is largely a relic of a bygone era in which newspapers might commission a poll in their state, and then sit on it for several days until their Sunday editions or some other ebb in the news cycle. Thus, you might be seeing state polls that were in the field a week or so ago, whereas the national trackers were more up-to-date.
This largely is not true today, however. Rasmussen and SurveyUSA, perhaps the two most prolific public pollsters, generally release their data no later than 24 hours after it has left the field; likewise with other pollsters like InsiderAdvantage and Public Policy Polling. A couple of other pollsters like Quinnipiac and Mason-Dixon will occasionally sit on a poll for 24-48 hours, but generally not more than that. Every now and then, you'll have some small college or some fledgling marketing firm release a poll that is a couple of weeks old, but this is unusual, and it's easy to notate the exceptions. Most of the big, business-savvy pollsters recognize the importance of timeliness in this era of 24/7 news cycles.
Conversely, some of the national tracking polls are actually not all that fresh. IBD/TIPP has a 5-day polling window. Battleground also has a 5-day polling window, and they don't poll weekends, meaning that they're usually including some data that is a full week old.
Certainly, there is some mystery as to why the state polls and the national trackers seem to have diverged somewhat of late, with John McCain picking up perhaps 2 points in the tracking polls versus last week's averages, whereas the state polls haven't really budged one iota. The 'lag' effect, however, is not a valid explanation.
BONUS EDIT: Here's a fun little reality check for those of you who are sweating the trackers. Since our last update yesterday evening, I have added 34 polls to my database, including both state and national numbers. Barack Obama is ahead in 32 of those 34 polls. The two exceptions are in Arizona and Alaska, the home states of John McCain and his VP nominee, respectively.