Most states offer some form of Early Voting.

States without Early Voting: Alabama, Connecticut, Kentucky, Mississippi, Missouri, New Hampshire, Pennsylvania, Rhode Island and South Carolina. Delaware and Virginia have Early Voting scheduled to start in 2020 and 2022 respectively.

Colorado, Oregon and Washington do not have polling places, they are entirely Vote by Mail.

Source: http://www.ncsl.org/research/elections-and-campaigns/early-voting-in-state-elections.aspx