Some states have irrational election laws, which require more signatures to get an independent candidate on the ballot for statewide office, than are needed for an entire new party. These laws are irrational because the purpose of ballot access barriers is to prevent ballots from being too crowded, yet a new party can have a much greater effect on ballot size than a single independent candidate.
Robert F. Kennedy, Jr., like other independent presidential candidates before him, will create a one-state party in most of these states. His party will nominate him in those states as a presidential nominee, and thus he can take advantage of the easier party formation laws than the tougher independent candidate requirements.
In Texas he will create the Texas Independent Party. In California, Delaware, Hawaii, Mississippi, and North Carolina, he will create the We the People Party. See this story.
Past independent presidential candidates have also relied on one-state parties. George Wallace in 1968 was the nominee of the Kansas Conservative Party. John B. Anderson in 1980 relied on the Independent Party of North Carolina and the Liberal Party of New York. Ross Perot in 1992 created the Independent Initiative Party of Oregon, and the No-Party Party in Alaska. Ralph Nader in 2008 relied on the Peace & Freedom Party of California and others. Evan McMullin in 2016 tried to rely on the Independent Party of Florida, but the Secretary of State invoked a dormant 2011 law to block that.