Yes. Sexual harassment statutes are on the books in various forms in all states, usually modeled on the Federal law, but extending the same rights to employees of smaller businesses. What principally differs from state-to-state are the remedies and damages given in a successful sexual harassment claim. Some states allow an employee to collect workers' compensation in sexual harassment cases. Others allow money damages for personal injuries. Still others allow punitive damages to be awarded.
Many local counties and cities have also enacted ordinances outlawing sexual harassment, some of which may be more generous than your state's laws.