No, the state courts don't have to follow a federal circuit court of appeals. However, that doesn't mean the federal courts are without teeth. If officials violate an injunction (say, Chicago), it and those acting in active concert or participation with it can be held in contempt. A violation of the 2nd Amendment could also lead to a civil judgment with damages and attorney fees -- at least in regard to local governmental entities and officials. The 11th amendment makes money judgments in those cases against state government more problematic but it has been a while since I reviewed any of that case law so I won't try to discuss it.
The worst problem is that someone could get convicted of a criminal offense in state court and, after unsuccessful appeals in state court, go to federal district court seeking a writ of habeas corpus because the constitution was violated. However, the state would defend by arguing that the state court's interpretation of the law's constitutionality was not contrary to clearly established Supreme Court precedent or a clearly unreasonable application of Supreme Court precedent. The state interpretation must be objectively unreasonable. It may be wrong but not objectively unreasonable. The fact that some of the circuit courts of appeal have ruled contrary to the 7th Circuit's interpretation would give Illinois ammo to make this argument.
Last edited by KyJim; March 28, 2013 at 02:22 PM.