I want to take aging for multiple states (e.g. Maharashtra and Gujarat) but the system only allows me to take aging for one state. How can I generate aging reports for multiple states?

To generate ageing reports for multiple states, you use custom column of state column & then apply multi filter. To configure it please follow the stepsbelow:
Step 1: Open ageing Bills payable /receivable report without filter on state option
Step 2: Click on the Custom Column option which is available at the top right on the report
Step 3: Then enter the name of the format and then press enter
Step 4: After this click on Add new column/row
Step 5: Enter the column title(State), then specify the position after which column you want to add the new column
Step 6: Select the data type(text) and then choose alignment and enter charcter
Step 7: Click on the data field and then select the category from which you want the data to appear in a new column(Account Master) and then select the account name col. (F1) select column field in which account name is showing 
Step 8:Click on filed & select the field accordingly(ACC_STATE) and then save field & then save then column 
Step 9: Re-open the Ageing Bills receivable/payable report with new created format
Step 10: Press F7 on report & then apply multiple filter on state and check