Explanation:

- Option 1: Goa

- Known for beaches and tourism.

- Not typically associated with the Natyanjali festival.

- Option 2: Tamil Nadu

- Famous for rich cultural heritage and classical arts.

- Natyanjali festival is celebrated here, especially in Chidambaram.

- The festival worships Lord Nataraja, the god of dance.

- Option 3: Uttar Pradesh

- Known for its historical and religious significance.

- Not related to the Natyanjali festival.

- Option 4: Rajasthan

- Famous for its royal heritage and deserts.

- Does not host the Natyanjali festival.

Correct Answer: Option 2 - Tamil Nadu