There are states in the United states that have protection laws for transgender individals. There are also some cities that have ordinances for transgender protection laws where their home state has none. To find out where the laws are...click on the link below. The Transgender Law & Policy Institute has the information on who has laws or ordinances.
http://www.transgenderlaw.org/ndlaws/index.htm#jurisdictions
http://www.transgenderlaw.org/ndlaws/index.htm#jurisdictions