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Updated over 4 years ago,
List of Non-Disclosure States
I've been meaning to do this for awhile.
Here's a list of the Non-Disclosure states, as reported by Realtor.com
http://www.realtor.com/home-values/HomeValuesFaq.aspx#Whichstatesarenondisclosurestates
Idaho, Indiana, Kansas, Mississippi, Missouri, Montana, New Mexico, North Dakota, South Dakota, Texas, Utah, and Wyoming
In these states, the ONLY WAY to secure accurate sold comps, will be through someone who has access to the MLS. No Zillow, Trulia, Public Records, Redfin, Realtor.com, etc. They WILL NOT have accurate comps. And for privates sales, those not listed on the MLS, you're basically SOL. There are a few ways to estimate sold price, but none are very accurate. Those are also listed in this FAQ page linked above.
Happy reading & comping :)