<?php
$args = array(
'post_type' => 'county',
'posts_per_page' => -1,
'meta_query' => array(
'key' => 'state',
'value' => $post->ID,
),
);
$query = new WP_Query($args);
// you need to refer to the new query object you created above
if($query->have_posts()) : ?>
<ul>
<?php while($query->have_posts()) : $query->the_post(); ?>
<li><?php the_title(); ?></li>
<?php endwhile; ?>
</ul>
<?php endif; ?>