You have asked a very broad question, with multiple states involved.
1st, NANFA is not a governing body, so please look into all laws.
2nd, you cannot keep any darters caught in TN. Also, because of TN strict laws, you may/may not be able to keep fish captured from other states that are native to TN.
3rd, please be aware of what fish are listed as threatened, endangered, or special concern. These fish cannot be legally/ethically collected and kept. Because of your location, you can potentially run into T&E species, KY, VA, and TN have plenty.
4th, if you are going to travel and collect darters, please get a Peterson's guide and know what fish you are looking at prior to taking it home, this will limit the chance of taking home a sensitive species.
Now, ready to collect Fish? 1st, I'd say look up a NANFA regional representative and discuss collecting with that person. 2nd, each of the states you mentioned (excluding TN) have great resources on their websites to find fish.