In the United States government, we have many different jurisdiction of laws (or psuedo-laws). We have state government, federal government, "local ordinaces", and the County which usually directs the jails. We consider ourselves to be subject to each and every one of thes laws (and non-laws such as statues and ordinaces bt that's another subject). However, according to the Constitution,
The Congress shall have Power To... exercise exclusive Legislation in all Cases whatsoever, over such District (not exceeding ten Miles square) as may, by Cession of particular States, and the Acceptance of Congress, become the Seat of the Government of the United States, and to exercise like Authority over all Places purchased by the Consent of the Legislature of the State in which the Same shall be, for the Erection of Forts, Magazines, Arsenals, dock-Yards, and other needful Buildings (Article I, Section 8).
Or, if you're the type who has trouble reading this type of specific jargon, "The Congress (who makes all federal laws) has the power to make or exercise legislation in a District surrounding the White House, and in any other Federal building or property located throughout the States and it's territories (such as a Federal prison located in New Hampshire or an F.B.I. headquarters located in Texas, and the property which belongs to that building).
(For reasons unimportant to this article, I will note that these legislations also do apply to anything which is not a State according to the definition you are used to, but is rather a "territory" - such as Puerto Rico.)
The united States of America is not, or was not intended to be, a "Country" in teh average sense of the word. Instead, it was an agreement between various States (which, if you remember from your confusion in high school social studies classes, actually has much the same definiton as the word "country"), to form a "coalition", of sorts. It was a contract for many, very, very small "countries" to form together; to attempt to be united in wars; to have certian taxes which would be collected by a larger group in order to ensure the best allotments to whatever State was suffering; to be more organized throughout a certian area of lands; to allow certian business matters to be handled by another body so that the States themselves could be more focused on governing as their voters wished them to; and to ensure punishment if any one State commited horrible atrocities against other States (and also to prevent war within the States who agree to be an alliance).
The united States of America was not designed to implement restrictions or punishments on the People, and does not even have the power to exercise such restriction according to the Constituion; cited above. Congress, and the united States, is not ALLOWED to make legislature citing gay marriage; mandatory imprisonment based on mental capacity (suicidal/self-injury/etc.); alcohol, marijuana, or any other drug; etc. They may anly cite these things when relating it to what a business must to - in order to regulate commerce which was another percieved benefit of the agreement to become "united". As part of this agreement all States agree to be bound by the Constitution, which is why the COnstitution is valid in any lawful court even though Congress is not allowed to consider most other types of laws that could be applied.
Your State is a Sovereign, and must not submit to any legislatures of the UNITED STATES, unless those legislatures are what is outlined by the Constituion as within the power of the Congress to make. Congress does not have the power to make ANY laws about the people - why does a convicted murderer go to State Prison instead of Federal Prison? Because (unless the murder was of a President or similar figure), they have not comitted an offense against the States (or, in "common everyday"" terms, one would say "United States" instead of "the States"). Yet, one would assume there is a federal law against murder, no? Think again. I have not search through the "U.S. Code" to see if anything about murder is written, but I do know that the laws on penalties and extenuating circumstances (i.e. "manslaughter" and other laws about fault are different in every state. For example some states still allow death by "firing squad" if a human is "sentenced to death", and some do not. (As an aside I do believe that the federal government should make a law prohibiting the death penalty, under the responsibility of "protection of the People" and under "regulating commerce", which the jail and restrictions on the court/jails falls into).
In other words the Congress (or, in "common usuage", one might say "the federal governemnt") can make laws invovling restrictions upon what courts, jails, and police officers may or may not do, but they cannot make laws about what the People (who are not engaged in commerce) may or may not do. This is, again, cited in the above quote from the Constitution. (The States are however required to be bound by any decisions which have come before the Supreme Court - that was part of the agreement.)
Your state is a Sovereign, and any towns, counties, townships, etc., within the state are a part of that state and, as far as I know, are also subject to the State's jurisdiction. (I may be wrong about this - however even if I am wrong the courts will act as though it is so because of the nature of INCoRPOATION, which, your State has been INCORPORATED for a while as well so if you live in "Unincorporated [insert town name here]" and IF I am wrong about the State having lawful jurisdiction in any town or county within the state, then you are not considered to be bound by state "laws" while within that area.) However, Citizens of your state are NOT subject to any laws made by the Congress of the united States, except while negaged in commerce or in regards to Supreme Court decisions during caselaw. As I mentioned earlier, murderers fo to State prison; not federal, because the law against murder was made by your State, NOT by the Congress.
So why do we all act as though we are under a Federal law which governs our rights or lack thereof? If you live in the District of Columbia, you are. Otherwise, you are not allowed to be. That is also why the "District of Columbia" is "not a State", but is also "not a part of any State of the Union". Wasn't that another confusion thing for you in high school?