For example, state for asian americans, state for african americans. I guess the closest thing would be native american reservations.
Do you mean just in the US or internationally?
In the US, I can think of a few quasi-instances. The first being the Republic of New Africa. It is a proposed state to exist in several states in the former Confederacy meant as a "home" for the descendants of slaves in the US. The idea of the Republic of New Africa started in the 1960's and continues (albeit in a much smaller capacity) til today.
Another example might be the American Colonization Society. It sought to settle free African-Americans in a colony in Liberia during the early to mid-1800's. It settled thousands of free African-Americans in Liberia. The "colony" became independent in 1847 and the Americo-Liberians (the descendants of settled free African-Americans) dominated the country's politics and economy up until fairly recently.
A final example is Oregon. Oregon's constitution specifically precluded African-Americans from settling in the territory (and then state). I'm not sure how Oregon dealt with Asian or Native American migrants, but it specifically precluded African-Americans from settling in the state. Early white settlers and lawmakers wanted Oregon to be settled by white people and excluded African-Americans from settling in the state. Some African-Americans were able to settle in Oregon during this period, but others were more or less kicked out of the state.