Is there a comma after state abbreviations in a sentence?

Yes, always, assuming that the state abbreviation is not the end of the sentence.

For example:

No comma needed:

I spent my winter in Detroit, MI.

Unfortunately, I got caught in a snowstorm in Saginaw, Mich.

Comma needed:

The temperature difference between it and Orlando, FL, nearly sent me into shock.

I managed to lose my winter coat in the Knoxville, Tenn., airport while transferring to a different flight.