Explanation:

- Changai Dance: This traditional dance form is associated with the beautiful state of Nagaland. It plays an essential role in their rich cultural tapestry.

- Option 1: Madhya Pradesh: Known for its tribal dances like Ghoomar and Tertali, but not for Changai.

- Option 2: Maharashtra: Famous for Lavani and Koli dance, but Changai doesn't belong here.

- Option 3: Nagaland: This is the correct choice. Nagaland is renowned for its vibrant tribal dances, including Changai.

- Option 4: Jharkhand: Has dances like Chhau and Jhumair, but not Changai.

Answer: The correct answer is Option 3: Nagaland.