Before Lewis met up with Clark, he began the expedition on August 30, 1803 in Pittsburgh PA. Lt. William Clark would offer to join Lewis on the expedition weeks later on October 13, 1803 at Camp Dubois (in present-day Indiana).
The team departed St. Louis in May 1804 heading up the Missouri River. They would spend their first winter at Fort Mandan at the present site of Bismarck, North Dakota. In spring 1805, they continued to the headwaters of the Missouri River, struggled across the Continental Divide, and headed west along the Salmon, Snake, and Columbia Rivers to the Pacific. They returned to St. Louis the following year.
And being that the expedition began in Pittsburgh, states they passed through would include: Pennsylvania, Ohio, West Virginia, Indiana, Kentucky, Illinois, then Missouri, Iowa, Nebraska, South Dakota, North Dakota, Montana, Idaho, Oregon and Washington.
If you don't believe that the expedition really began in Pittsburgh instead of St. Louis, please refer to the related link which will lead you to the first entry of the Lewis and Clark Journals.