This is nothing to do with the Slingbox. The Slingbox is simply a 'dumb' box that simply re-transmit the output of a cable/satellite/antenna A/V device at it's location over the internet so you can watch it remotely. So it all depends on what you get out of your A/V device. If it is bllacked out there there is nothing the Slingbox can do about it.
In your specific example, yes you can view sporting events from another state or even from another country, provided the Slingbox and it's associated A/V device are in that state/country.