Land Trusts, LLC's, Out-of-state

Hello, I'm a total newbie to all of this. I'm about to get started in RE investing, but wanted to make sure I have somewhat of an understanding. If I want privacy and asset protection, I would need to buy each of the investment properties with a Land Trust for privacy and then list the LLC as a bene/trustee. Here's a question. I live in California, but what if the LLC is in NV and the investment properties are in states other than NV and CA? Would I have to file as a foreign entity doing business in each state of the properties? I have no idea if that makes any sense. Explanations please? capnhans