To be fair, we really didn't see Bolarus IX or Vulcan during the Dominion War, so the possibility still exists that Federation worlds still had their own forces in addition to Starfleet, although the analogy would probably be akin to having local police forces within the Federation.I certainly don't think the individual states have their own militaries. It seems Starfleet represents the Federation Council's interests, and consequently all of the various states. During the Dominion War, we saw nothing but Starfleet vessels in service. There were no uniquely "Bolian" or "Vulcan" vessels, for example.
An actual case that this is so would be Vulcan--even in the 24th-Century, it still maintained its own security and intelligence agency, the V'Shar, that dealt exclusively with Vulcan matters and was presided by a minister of security. In TNG's "Unification, part II," Worf actually mentioned Vulcan defense ships moving to intercept a revealed Romulan invasion force.