The song "Misery Loves Company" was based on the Stephen King novel Misery, while "Now It's Dark" was inspired by the David Lynch film Blue Velvet, specifically the behavior of the sexually depraved, self-asphyxiating, murderous sociopath Frank Booth, as played by Dennis Hopper. The song was years later made into simlish for the radio on the The Sims PC game. The song "Make Me Laugh" is critical of Televangelism, specifically of Jim and Tammy Fae Bakker, a popular target of thrash metal bands of that period. The song specifically mentioned minutia such as the air-conditioned doghouse and Christian amusement park. The majority of the album's music was composed by drummer Charlie Benante while lyrics were composed by rhythm guitarist Scott Ian.
The back cover of the album contains a parody picture of the band drawn by Mort Drucker, a caricaturist best known for his artwork in the magazine Mad.
As of 2006, State of Euphoria had sold over 151,000 copies in the U.S since the beginning of the SoundScan era, bringing the total sales numbers to over 650,000 in the U.S.
Although the album contains some of what would become Anthrax's best known songs such as "Antisocial" and "Be All, End All", critical reception was lukewarm. The album failed to live up to the expectations, commercial and otherwise, set by the band's previous releases, Spreading the Disease, Among the Living and the I'm the ManEP.