I'd be interested in hearing about how "state citizenship" or some similar concept existed under the Articles of Confederation or was practiced in the Early Republic.

The only example I've read about is that the LAPD set up border checkpoints at Southern California border crossings to halt the flow of "Okies" into CA during the dustbowl in the Great Depression - much to the annoyance of the state authorities (who I imagine were more upset at the assertion of their authority to do this than its practical effects).

The privileges and immunities clause of the constitution guarantees that you are treated the same in every state, so ensuring that you wouldn't be treated like a foreign citizen. The supreme court interpreted this as guaranteeing freedom of movement (under the states' jurisdiction, see Paul v. Virginia)

Many western states were infamous for attempting to bar the entrance of free blacks into their states, most famously on the national stage during the second Missouri crisis. Since voting rights are determined by the states and not the Federal government in the early republic, your eligibility for voting could also vary greatly. State nationalism was also far more prominent, and attempting to expand your business into another state was often very difficult (although I have no idea how difficult it is today so I can't tell you if it was more or less difficult). If you're a slave owner moving your "property" into certain territories is very risky, especially in places like Kansas,Illinois and Indiana the legal status of slavery was up in the air and you might feel like you're being denied property protection. Especially in the South by the mid to late antebellum period, Northerners living in the deep South were treated with suspicion and when whispers of slave revolt emerged, transplanted Northerners were often the first hauled in front of a kangaroo court as white fright gripped the area.

I'm sorry if this sounds less like a historical answer and more like a legal answer, but each one of these cases shows situations in which freedom of movement has evolved, and how it has been implemented at the state and national level. Not to mention, it also tells you what states have gotten away with and what they haven't.

Article IV of the Articles of Confederation granted freedom of movement. This wasn't codified expressly in the Constitution since it was taken as a matter of fact. Originally, the federal government did not actually have the ability to guarantee an individual's freedom of movement, US v. Wheeler, 254 US 281 (1920). However, Wheeler did "find" freedom of movement within the Privileges and Immunities Clause. It was later revoked in 1966, when it was determined that Congress did have such authority under the 14th Amendment. US v. Guest, 383 US 745 (1966).

However, the fact that freedom of movement existed does not mean that each state has to treat "foreigners" exactly like their own. In Saenz v. Roe, 526 US 489 (1999), Justice Stevens defined the treatment given to outsiders as that of a "welcome guest," and not exactly like one of their own. For example, states may charge you more for hunting licenses. Baldwin v. Fish and Game Commission, 436 US 371 (1978). In the case where you seek residency, the game changes, though. States can't force upon you any barriers for merely transferring your residency. For example, once you switch your residency to another state, you may immediately draw welfare or vote in state elections, and may not be imposed a waiting period. Shapiro v. Thompson, 394 US 618 (1969), Dunn v. Blumstein, 405 US 330 (1972).

This does not mean that freedom of movement is absolute. For example, the Mann Act, 18 U.S.C. §§ 2421–2424, prohibits interstate movement of women for the purpose of prostitution or other such matters. And previously, Dredd Scott v. Sandford, 60 US 393 (1857), allowed for the repatriation of escaped slaves.