What, if any, hydration states does sodium bicarbonate have?
To my knowledge sodium hydrogen carbonate hydrates do not exist.

However, there exists a mixed hydrate of sodium carbonate and sodium hydrogen carbonate with the formula $\ce{Na2CO3 \cdot NaHCO3 \cdot 2H2O}$ (dihydrate of trisodium hydrogendicarbonate, $\ce{Na3H(CO3)2}$) that occurs naturally as the mineral trona.

The region labeled trona in the phase diagram below shows the conditions under which the hydrate can be crystallized from an aqueous solution of $\ce{Na2CO3}$ and $\ce{NaHCO3}$.



The picture is taken from US patent US7638109B2.