I think Alaska was the last place you could homestead. You may still see ads for doing this, but if you go to the state's web site, they expressly tell you it is thing that died in about the 1970s.
Also, the Bureau of Land Management has some web page saying all the too-good-be-true-cheap government land sales are just that.
While true homesteading is dead, "adverse possession" is still alive and well. If you squat somewhere, in plain view, for about 10-15 years, you can get title from the lawful owner.
Regarding homesteading, while it is generally dead everywhere, a few small towns in, I think, Kansas will give you small city lot if you want take the trouble to build a home and live there.
David