Roughly 80% of the math and science schools under the National Consortium for Specialized Secondary Schools of Mathematics, Science, and Technology (NCSSSMST) umbrella are non-residential programs, with about 18% residential and 2% both residential and nonresidential. Now numbering 16 (with the Tennessee Governor's Academy closing May 2011), the state financed residential schools provide advanced instruction to talented teens interested in STEM careers. The schools are clustered in the Midwest, South, and Southwest, and for brevity, references to these institutions will employ state names only. Diversity at most of the state STEM schools is understood broadly to encompass inclusion by ethnicity as well as by region, socioeconomic status, and gender. Specific initiatives are tailored to underrepresented targets, while general strategies such as field visits apply to constituencies at large. In this article, the author summarizes research and trends on diversity challenges at the state-level residential STEM schools and offers strategies that have relevance for all specialized STEM schools. (Contains 5 tables.)