Which power is reserved for state governments?

State governments have the power to provide protection, which includes maintaining law enforcement agencies, emergency services, and local militia. This power falls under the states' responsibilities to ensure the safety and welfare of their residents. While the federal government has a significant role in national defense and immigration, the provision of public safety and the administration of justice is largely managed at the state level.

The other options pertain to powers that are typically reserved for the federal government. For instance, setting immigration laws, conducting foreign relations, and declaring war are matters that fall under the purview of the federal government, as states do not have the authority to engage in these activities independently. This distinction is crucial in understanding the balance of power between state and federal governments outlined in the U.S. Constitution.