I solved my own problem with a great work around I couldn't find anywhere else. Since you cant use parameters anywhere inside another parameter's expression I had to create 5 different parameters, West(contained values: CA, WA, etc), East(contained values: MA, VA, NY, etc), South(TX, FL, etc), MidWest(IL, MI, etc), and Coasts(Which held the 4 coasts parameters). I then used the filter in the dataset called StateLookup(Used by my parameter States), which was simply a dataset that contained only the states column. The filter contained:
=Switch(Parameters!Coasts.Value Like "East",Parameters!East.Value,
Parameters!Coasts.Value Like "West",Parameters!West.Value,
Parameters!Coasts.Value Like "South",Parameters!South.Value,
Parameters!Coasts.Value Like "MidWest",Parameters!MidWest.Value)
I then filtered the whole table by the results.
The Images are included in this post for anyone having a similar problem.