Throughout DC Comics history, Gotham City's exact location has remained somewhat nebulous. While the states that house other iconic cities like Metropolis and Central City have been confirmed, Gotham's precise location is unknown. Several creators (including
Zack Snyder) have stated that Gotham City is in New Jersey, while others have claimed it is in New York or Chicago.
Throughout the first three episodes of Titans Season 3, dikk Grayson and his team investigate several legal documents. While the GCPD apparently filed most of these papers, none of them have any state filled in. Instead, "Gotham City" is written in even though there is another space below to write down the city name.
This is a ridiculous way to continue the tradition of obscuring Gotham City's state because it suggests that Gotham doesn't have a state. It's unlikely, but Titans could be implying that its version of Gotham City is a city-state. This would certainly be an interesting take on the city, although it's unclear how that would affect the world, if at all. There is a precedent for a stateless district in the United States with Washington, D.C. Still, the difference is that the latter state is the U.S. capital. In contrast, Gotham City doesn't seem to have anything special about it to warrant being its own state.
Obviously, the lack of an exact location for Gotham City doesn't ruin the first three episodes of Titans Season 3. In fact, the argument could be made that the city is a character in and of itself and adding a location takes away some of its mystique. Still, the fact that the city's state isn't even included on supposedly official police documents is somewhat humorous, as it implies that the GCPD just don't know how to fill out paperwork.