What is the state of the oxygen free radical in the following reaction?
According to the reaction $$\ce{O2\,(g) -&gt;[h\nu][\nu\,&lt;\,240~\mathrm{nm}] 2O}$$
photolytic cleavage of oxygen yields two radicals. These will most likely be in the high spin triplet state. And yes these are free radicals according to the definition of the IUPAC Goldbook, as they have two unpaired electrons.

I assume you are talking about state of matter and then of course, you are right. Oxygen radicals can exist neither in aqueous solution, nor liquid, nor solid. Even in gas phase the concentration of oxygen radicals will be very low as they are an incredibly short lived species. They might exist in plasma, too. Keeping that in mind it is probably unnecessary to assign a state to the oxygen radical.