The 320CDI will not pass California's current emission standards ( the other 4 states you mentioned adopt the same standards) because of particulates emitted. Mercedes has just announced a new system they call BLUETEC, to deal with particulates, <
http://www.canadiandriver.com/articles/tw/bluetec.htm> so it looks like CA will get the new Merc TD later this year. California at least, has the low-sulfer diesel. Last thing I read, the other states did not.
I suspect if Audi is successful at Sebring and LeMans this year, it could go a long way to opening some (and wallets) of potential buyers.
Les