basically, US territory is composed of states and federal districts (the only federal district is the District of Columbia, the "DC" in Washington DC). Washington DC (i.e. the District of Columbia) is not a state. National Parks are federal lands within the states.
there are other federal lands, within the 50 states, that are managed by Native American tribes under the supervision of the Department of the Interior. this land is "held in trust" by the US Government. contrary to public misconception, these lands are not "foreign jurisdictions" within the US. they are not. they are subject to US laws and Native Americans are US citizens.
then there are territories:
there is one incorporated territory (Palmyra Atoll).
there are thirteen unincorporated territories (Navassa Island, Puerto Rico, the United States Virgin Islands, American Samoa, Baker Island, Guam, Howland Island, Jarvis Island, Johnston Atoll, Kingman Reef, Midway Atoll, the Northern Mariana Islands and Wake Atoll).
of these, two territories have the special status of Commonwealth: Puerto Rico and the Northern Mariana Islands
that's it.
any and all US territory in the entire universe fits into the above categories (state, federal district, federal land, or territory) or does not exist.
http://www.doi.gov/oia/Islandpages/political_types.htm