The US federal court system has 3 levels: the "district" trial courts, the circuit courts of appeals, and the supreme court. Each state has at least one federal district court, with many having more than one. The next step up is the circuit courts of appeals, of which there are 12: 10 numbered circuits (1-10), the DC Circuit and the Federal Circuit. The federal courts of each state are within one of the numbered circuits (for instance Kansas is in the 10th circuit, California is in the 9th, etc), with each circuit encompassing multiple states (except for the DC and Federal circuits, which are special). So if the Federal Court for the District of Kansas makes a ruling, and that ruling is appealed, that appeal is heard by the 10th Circuit Court of Appeals. The 10th Circuit also encompasses Oklahoma, Colorado, New Mexico, Utah and Wyoming.
What happened here is three of the circuits had ruled that you can't ban gay marriage based on challenges to laws in 5 states, and the states that had made those laws appealed to the Supreme Court of the US. SCOTUS declined to hear the appeals, which means the circuit court decisions stand. This had the effect of legalizing gay marriage in those 5 states, but it also tangentially legalized it in all the other states in those three circuits. This is because the circuit court rulings are now the law of the land in those circuits. For instance, one of the states that got its law struck down was Oklahoma, in the 10th Circuit. Well now if there's a challenge to a ban in any other state in the 10th Circuit, say Kansas or Colorado, the trial court in that state is bound to follow the ruling of the 10th Circuit court, which is that you can't ban gay marriage.