I am going to submit W-7 for and my federal tax to get the ITIN for my spouse and kids. IRS site says that it will take 4 to 6 weeks to get the ITIN no. If I will not receive ITIN no in time then what should I do to file my State Tax?

You wait until you get the ITIN, then file late.

If you are getting a refund, there will be NO penalty for filing late.

If you owe taxes, file an extension with the state and send a check to cover the taxes you owe.