In which state is Jhabua located, where Pithoro wall paintings are also created?

Madhya Pradesh

Answer:  Madhya Pradesh
Jhabua is in the State of Madhya Pradesh.

Painted by Rathva Bhils of the Panchmahal region in Gujarat and Jhabua in the neighbouring State of Madhya Pradesh, these paintings are done on the walls of houses to mark special or thanksgiving occasions. These are large wall paintings, representing rows of numerous and magnificently coloured deities depicted as horse riders.