Can the state governments say no to Citizenship Amendment Act? What Indian Constitution Says

Constitutionally NO.

Citizenship is a central subject. It is awarded by the Union Government of India and is applicable throughout the Country of India.
Citizenship Amendment Act (CAA) is a central law in the Union List of the 7th Schedule of the Constitution and the Government of India keeps the Constitutional Authority to implement it throughout the Country.
If some state governments refuse to operationalise the CAA, then the Government of India can invoke Article 256 of the Indian Constitution to direct the state governments to implement the CAA.
Article 256 ensures compliance of the laws made by the Parliament.
Can cite law and order problems, with large scale protests and violence erupting, and ask the Centre to defer the process.
The citizenship application is processed through the machinery and manpower of the state government and they can refuse to operationalize the process.
The state governments can invoke the Original Jurisdiction of the Supreme Court under Article 131 of the Indian Constitution. They can file an Original Suit against the Union Government with a demand to strike down the CAA.  
Article 256 – Obligation of States and the Union                 
The executive power of every State shall be so exercised as to ensure compliance with the laws made by Parliament and any existing laws which apply in that State, and the executive power of the Union shall extend to the giving of such directions to a State as may appear to the Government of India to be necessary for that purpose.
Article 131
Original jurisdiction of the Supreme Court Subject to the provisions of the Constitution, the Supreme Court shall, to the exclusion of any other court, have original jurisdiction in any dispute,
between the Government of India and one or more States; or
between the Government of India and any State or States on one side and one or more other States on the other.

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