California is a name. Since you are calling the state by name, a defining article (the) is unnecessary. (Unless you phrased it: "The calendar for the state of California".)

The United States is a descriptive name, commonly called "America". It is a compound proper noun and is always called "The United States". One doesn't call it simply United States. Same goes for the UK. The defining article "the" helps to distinquish what, exactly is united (states or kingdom).

Does that help? (just pulling that out of my, um, ear :-D)

Peace,
Amy

(Edit: phraseology corrected.)