Actually...
in most cases you don't even need a business license.
Basically, it comes down to numbers and state regulations.
Find out what your state regulations are for "sole-proprieter" businesses... if you're not going to make enough money back, there's no need to incorporate or even register...
for instance, in Washington State... a Film or Video Production Company, or any other company for that matter, can exist for the small price of creating a website... maybe a few business cards.
However, if you're going to be making enough money at it, you'll need to get yourself a business license... and depending on if you wish to incorporate will determine state registration.
For instance... my business at the moment is completely independent... we run on "out-of-pocket" budgets, and make 0 dollars at it at the moment.
However, when it comes time to incorporate as an LLC (using the designation Ltd. instead of LLC), my business partner's and I will need to acquire a corporate license from the state and business licenses within the city our business is based in.
As for state requirements for owning a corporation or anything like that... you just have to get a business license, and operate within the law.
Other than that, it's free game.
Hope this helps.
BTW... LLC=Limited Liability Corporation (for anyone who didn't know)
and Ltd.= LLC... usually used by companies in Canada & UK, but also by some in the US (aka: Lucasfilm Ltd. = Lucasfilm LLC)