Welcome to the Airtable community forums!
The filterByFormula in the API works the same way as filtering in the user interface. You cannot use a simple IN
function in your formula, because Airtable does not have such a formula function.
However, you can build a formula that has the effect that you want.
OR(
FIND("OR", {field name}),
FIND("CA", {field name}),
FIND("FL", {field name})
)