Nice baggage car Brian, and nice train! MTH did a good thing making the 4-door bggage cars for the State, Blue Comet, and Stephen Girard sets, since the original Lionel sets didn't have any baggage capability - not even a combination car. Back in the 1970's, before MTH, Harlen Creswell (Liberty Lines) made a limited number of State set 4-door baggage cars, to fill the same need.
So which car are you missing? MTH makes 6 State cars all together. Do you have the 414 Illinois coach? Or the 415 Maryland solarium car?
As you no doubt know, pulling the State set has been an infamous problem from the beginning. If you're having trouble at 4 cars, I'm assuming your 400 has the traditional motor? You have a few options. One is a 408 with twin motors. Another option that prewar State set owners did not have is the two-motored Super 381. Both these engines come in State green. If you want to stick with the 400, trade it in for a Proto-drive version (PS-1,2, or 3). Even if you don't have DCS, just running the Proto-drive engine in traditional mode you will see a very big difference, it will walk away with all 6 cars.
david