The way Brazilian football is set up is really a consequence of history and being a large geographic country (imagine travelling 100 years ago). Football competitions simply just evolved over time and began within large population centres (usually State capitals). After a time, they would extend to cities farther from the capital until they became true State competitions. Every region of Brazil has its own history and the development of its regional competition varies as well.
A true national competition only goes back about 40 years or so (and then it has also evolved over time). It also should be noted that regional competitions are not perfectly integrated with the national competition. Often teams playing in the top regional level, especially in the larger States, will actually not be playing at the national level while the occasional club at lower regional competitions will be. This is because once a club is selected to participate nationally, it depends on its success at the national level to determine its promotion/relegation status. At the same time, regional competitions are independent and should a club fail at the regional level, there are occasions when they may relegated at the regional level while continuing to play at the national level.
To get a historical picture of Brazilian football, I find this website interesting: http://www.rsssfbrasil.com/
While not always well maintained, it is a massive repository of historical information on Brazilian football. The site has English to assist those who don't read Portuguese.