One by one, the amendments have been/are being slowly incorporated to protect individual rights against State governments as well, as the result of Supreme Court rulings: http://en.wikipedia.org/wiki/Incorporation_of_the_Bill_of_Ri...

To date, the first, second, fourth, partially fifth, (by and large) sixth, and partially eight amendments have been incorporated, i.e. apply equally to both State and Federal governments. The 2nd (the right to bear arms) was the most recent one, incorporated in 2010 here in Chicago.