Constitutionally, it is spelled out in Article I, Section 10, Clause 1:
No State shall enter into any Treaty, Alliance, or Confederation; grant Letters of Marque and Reprisal; coin Money; emit Bills of Credit; make any Thing but gold and silver Coin a Tender in Payment of Debts; pass any Bill of Attainder, ex post facto Law, or Law impairing the Obligation of Contracts, or grant any Title of Nobility.
So foreign policy is principally a federal government domain, established by cases heard by the Supreme Court. https://constitution.congress.gov/browse/essay/artI-S10-C1-1/ALDE_00001097/
There is a somewhat gray zone where neighbors can talk to each other on the state level, e.g. Maine and Quebec. But they will find themselves restricted by what the governments one step up have decided. I think certain states also are on friendly terms with other nations, probably to deepen economic ties. But that's more on the level of a city friendship than actual foreign policy.
This also depends on the phone and which version of the operating system it runs. I think both iOS and Android have snatch detection in their latest versions, i.e. the phone can realize it's been ripped from the hands and subsequently traveled fast away from the point of snatching. Phones are then supposed to lock so the thief doesn't gain access.
A good security option is not to have financial apps and credit card numbers in the clear on your phone, or to have this stuff hidden behind a fingerprint scan or other ID, if the phone is unlocked or not.
If you don't want to buy 13 guns to shoot a mugger with, as has been suggested in this thread, consider something as silly as a sturdy lanyard to anchor your phone to your person. Now you're only interesting to the criminals who will rob you at gun/knife point. The snatchers tend to look for easy marks. In the US, a vital defense against having your phone stolen is having an Android phone to begin with.