If individual states have the right of veto over federal laws then what you have is no longer a federal system by definition, it has become a confederal system.
In the specific example of the United States, State nullification is specifically contradicted by the Supremacy clause. If a State feels a federal law is unconstitutional it has the remedy of judicial process, its citizens have electoral process, and if that all fails they have revolutionary war, however the latter is obviously an act of treason.
How foolish it is to believe that government can sustain government.
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