Nope, they don't need them. The Full Faith and Credit Clause of the Constitution requires states to recognize each others' laws, so a marriage in Nevada needs to be recognized by Arizona.
If Massachusetts issues marriage licences to gay couples, does this mean that the other states have to honour them unless they pass legislation explicitly not recognising them?
Other states have to honor a marriage legally performed under Mass. law. They can't pass legislation not recognising them. That's why it is such a huge deal if Mass. allows gay marriage- all other states will be forced to recognize such unions.
"Gay" activists use doublespeak as though they used "1984" for a study guide. Actually one of the founders of ACT-UP admitted that they studied "Mein Kampf" as a guide for tactics.
Concerning your question, AFAIK the "full faith and credit" clause of the Constitution requires states to recognize marriages and I believe some other legal contracts made in other states. That's why the "gay" activists are really pushing marriage. Personally though, they have admitted that they don't care about marriage per se. It's merely a tactic to destroy the moral foundation of civilization. I'll post some statements homosexual leaders have made themselves admitting this.