In Ohio, seven bodies were found at three houses close to each other and an eighth was later found at a separate site, Sheriff Charles Reader told reporters.
The victims were "all adults except for a male juvenile" who was 16 years old, he said, and all members of a single family.
Two babies -- one aged four days, the other six months -- and a three-year-old child survived the shootings, he added.
The authorities gave no possible motive. And, with at least one suspected gunman still on the loose, no arrests have been made.
"Each one of the victims appears to have been executed, each one of the victims appears to have been shot in the head," Ohio Attorney General Mike DeWine said, AFP reported.
"The preliminary determination has been made that none of the individuals committed suicide," he added, saying the shooter or shooters "are still at large. We do not know their location."
Several victims were in bed when they were shot, Reader said.
The first and fourth crime scenes are separated by 30 miles (50 kilometers), the sheriff's office said.
Earlier, DeWine and Reader said in a joint statement that the first seven victims had been found "in three Union Hill Road homes in Pike County," a rural community about 80 miles east of Cincinnati.
There was no "active shooter," they said.
Schools in Pike County and surrounding areas were earlier placed on lock-down as a precautionary measure, local media reported.
Agents from the Attorney General's Bureau of Criminal Investigation were leading the investigation, the statement said.
Ohio Governor and Republican presidential candidate John Kasich tweeted that the situation was "beyond comprehension."
Meanwhile, five people were found dead in northern Georgia, in two separate incidents believed to be a domestic dispute, Columbia county sheriff's officials said, according to television reports.
Local coroner Vernon Collins said five people were dead in two shootings that are possibly connected, the report added.
Firearms kill some 30,000 people in the United States each year.
However, Republican lawmakers, many of whom are backed by the powerful National Rifle Association, have blocked attempts to pass gun control legislation.