Вам нужно будет использовать al oop и использовать Select Case
, но l oop вариантный массив, а не диапазоны, это будет быстрее:
With ActiveSheet 'Should change to the actual sheet
Dim inRng As Variant
inRng = .Range("C2:C900").Value
Dim outRng As Variant
outRng = .Range("D2:D900").Value
Dim i As Long
For i = LBound(inRng, 1) To UBound(inRng, 1)
Select Case inRng(i, 1)
Case "ME", "NH", "VT", "MA", "RI", "CT"
outRng(i, 1) = "I"
Case "NY", "NJ", "PR"
outRng(i, 1) = "II"
Case "PA", "MD", "DE", "VA", "DC", "WV"
outRng(i, 1) = "III"
Case Else
outRng(i, 1) = ""
End Select
Next i
.Range("D2:D900").Value = outRng
End With