I believe Option A (oldest) would be the best option here, old is singular, and is better for talking about one thing. Ending +er is better for correlating and contrasting two subjects rather than three, and when you add the ending +est, you are making the adjective a superlative adjective, which can be used to make correlation between three or more subjects and/or nouns. I would actually word this question as "In the United States of America, which state is the oldest?"
