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No, church annulment does not require state annulment or state divorce.
This misunderstanding could be caused by chruch tribunals that require a copy of divorce decree (as stated in the question). The tribunal does so because the couple is obligated to give a document about its civil status by Art. 116 § 2 Dignitatis Conubii (DC) and most often this is a divorce decree.
Art. 116 § 2 There should be attached to the libellus [application] an authentic copy of the marriage certificate and, if need be, a document of the civil status of the parties.
The legislator does not assume a civil clarification of the couple's status, as can be seen by the phrase "if need be" and by the phrase "even civil [obligations]" in Art. 252 DC.
Art. 252 In the sentence the parties are to be warned about the moral obligations or even civil ones by which they may be bound in regard to the other party or offspring concerning support and education to be provided (can. 1689).
So we see, your marriage can be nullified even if you are married in civil law. Though if the intent of nullification is to marry again, it would not make any sense to stay married in civil law. Additionally the church has an interest, that all canonical valid marriages are recogniced by state, because full sense of marriage includes responsibilities in civil law. (This argument of course only applies if it is possible to dissolve the marriage in civil law.)
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In order to request an annulment in the Catholic Church, one must be divorced1 from one's spouse.
Can. 1085 §1. A person bound by the bond of a prior marriage, even if it was not consummated, invalidly attempts marriage.
§2. Even if the prior marriage is invalid or dissolved for any reason, it is not on that account permitted to contract another before the nullity or dissolution of the prior marriage is established legitimately and certainly.
A state annulment has nothing to do with a Catholic annulment. The heart is from the USCCB. You can see from Church thinking that a sacramental union was not present in a marriage (what everyone calls 'declared null').
"Annulment" is an unfortunate word that is sometimes used to refer to a Catholic "declaration of nullity." Actually, nothing is made null through the process. Rather, a Church tribunal (a Catholic Church court) declares that a marriage thought to be valid according to Church law actually fell short of at least one of the essential elements required for a binding union.1
1 Under the USCCB guidance "dissolved" is synonymous with divorce; in other jurisdictions, a divorce may not be the only method of dissolution. Check with the council of bishops there for details.
One can read more about it at this link: Annulment.
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No, the Church doesn't need the law to recognize that you were not married by it, it simply has to look into the circumstances before the marriage. The Church doesn't need to put blinkers on until the state has spoken, as if it was subservient to the state or hasn't access to the couple or its own records. What is written in the books about your marriage is only relevant insofar as it portrays the truth, not otherwise (morally speaking).
What the state says about your married state is either lies or it is true. If there is a course of action you can take to make the state acknowledge you are not in fact married at this point in time (more specifically, you never were in the first place), then take it, but it's not necessary in order or the Church to say 'I didn't marry you/you did not marry yourselves.' That's an observation more than it is an action of any sort: and you are morally bound to conform to the truth of whether you were married according to the Church, than you are to any civil authority, all of which are below the Church.