In which of the following states is Dudhwa National Park located?

Every national park in India falls administratively within one specific state, determined by the district and forest division in which its boundaries lie, even when a neighbouring state shares the same ecological belt (such as the Terai grasslands) or the same tiger-reserve network under Project Tiger.

Dudhwa National Park lies in the Lakhimpur Kheri district of Uttar Pradesh, along the India-Nepal border. Declared a national park in 1977, it forms the core zone of the Dudhwa Tiger Reserve, one of India's key Terai-belt tiger habitats.

Checking this against the other states offered:

• Odisha's flagship protected areas are Similipal and Bhitarkanika National Parks, on India's eastern coast, a different forest zone altogether.

• Madhya Pradesh's well-known tiger reserves are Kanha, Bandhavgarh, and Pench, in central India's forests, geographically distinct from the Terai belt.

• Uttarakhand's national parks, Corbett and Rajaji, also lie in the Terai/Himalayan-foothill belt but are administered separately, further west of Uttar Pradesh's forest jurisdiction.

Hence, among the given options, Uttar Pradesh is the state where Dudhwa National Park is located.