CONTEXT Health Impact Assessment (HIA) has emerged as a promising tool to integrate health considerations into decision making. The growth and success of HIA practice in the United States will be dependent on building the capacity of practitioners. OBJECTIVE This article seeks to identify the role of state health agencies (SHAs) in building capacity for conducting HIAs and the key components of initiatives that produced effective HIAs and HIA programs. The authors proposed to answer 3 research questions: (1) What can be the role of the SHA in HIA? (2) What are the characteristics of successful state HIA programs? and (3) What are some effective strategies for building capacity for HIA in SHAs and local health departments? DESIGN The authors reviewed program reports from the ASTHO's pilot state health agencies (California, Minnesota, Oregon, and Wisconsin) that, between 2009 and 2011, created HIA programs to provide HIA training, conduct HIAs, and build practitioner networks. MAIN OUTCOME MEASURES Program reports were examined for shared themes on the role of SHAs in a statewide HIA initiative, the characteristics of successful programs, and effective strategies for building capacity. RESULTS Despite differences among the programs, many shared themes existed. These include stressing the importance of a basic, sustained infrastructure for HIA practice; leveraging existing programs and networks; and working in partnership with diverse stakeholders. CONCLUSIONS SHAs can build capacity for HIA, and SHAs can both lead and support the completion of individual HIAs. States and territories interested in starting comprehensive statewide HIA initiatives could consider implementing the strategies identified by the pilot programs.