The state scripts are generated in much the same way that the nation script was generated. Use the following command, substituting MA for your desired state abbreviation, and substituting a unique filename at the end.
psql -c "SELECT Loader_Generate_Script(ARRAY['MA'], 'test')" -d geocoder -tA > /gisdata/ma_load.sh
CURRENT PROGRESS:
The following states have been downloaded into the geocoder database.
AL, AK, AZ, MA