The following graph shows the cumulative population of the US under a State of Emergency and Stay at Home mandate by their state government. Each point can be clicked, opening a URL of the official state document (at least in most cases).
American Samoa, Arkansas, Guam, North Dakota, Northern Mariana Islands, South Dakota, and Wyoming never issued a Stay at Home order.
Iowa, Kentucky, Massachusetts, Oklahoma, Nebraska, and Utah issued an advisory, not an order. Depending on which document, news source, press release, or website one looks at, the label changes. I found these six states to be in the gray area between an order and not one at all.