I understand why one would think that the federal government does these things, but the District of Columbia and other analogs to state governments do generally

I understand why one would think that the federal government does these things, but the District of Columbia and other analogs to state governments do generally serve these purposes. There are things like a "Consular Report of Birth Abroad" in some cases for children of military service members. I guess it depends on the spirit of the question and definition of what constitutes "anything that a State government can do that the Federal government can't". Generally speaking, I get the impression that most people dramatically underestimate the role of state and local government authorities in their daily lives.