Yes, in Texas or Washington you can be charged with a misdemeanor for lying to a cop in an investigation. In Georgia, that could be a felony. That's the closest equivalent to the federal statute (also a felony).

But in general, lying to a local cop is significantly less likely to get you in trouble. The risks are so much higher with a federal agent that I'd strongly consider just staying silent rather than risk talking myself into a problem. The feds are fond of using it as their charge of choice when nothing else will stick.