The question presumes there is a difference between "the state" and "the government." Merriam Dictionary provides multiple definitions of the word "state", and the one pertaining to matters of government and civil society has three related sub-definitions:
5(a): a politically organized body of people usually occupying a definite territory; especially one that is sovereign
(b): the political organization of such a body of people
(c): a government or politically organized society having a particular character <a police state> <the welfare state>
The definition shows that the concepts of state and government are often used interchangeably. Therefore, in the context of the question, the notion of "state" refers to the people and relationships associated with a particular territory ("the governed"), while government refers to the institutions, people, and resources which define and enforce the rules for that territory.
The distinction gives rise to the idea of the government as the agent of the state, which is to say the government acts on behalf of the state to further its interests. This conceptualization of government is inherent in many of the ways we speak about government, especially in liberal democracies (government officials "serve," "we are a nation of laws, not men," etc.). It is different from the idea of power residing in a single person, who wields it for his or her own benefit and attends to the needs of the governed at his or her whim.
Finally, substantial political theorization revolves around dysfunction in the extent to which various forms of government actually represent the entirety of the state, versus just the powerful elements of the polity (e.g. Marxist theory).
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