Although progressivism had the same basic goals regardless of the level of government, it took slightly different forms at the different levels. At all levels of government, the progressives wanted to increase the power of the middle class. This played out somewhat differently at different levels.
At the federal level, this desire can be seen most clearly in the 17th Amendment to the Constitution, which gave the people the right to elect their senators directly. At the state level, the desire for more power for the middle class can be seen in the creation of the initiative, referendum and recall. At both levels, the idea was to take power out of the hands of big businesses (which could "buy" legislatures) and put it in the hands of the middle class.
At the local level, progressive reforms were aimed more at taking power from immigrants. This can be seen in efforts to destroy political machines. This was done by the creation of at-large and non-partisan elections.
At all levels, the progressives were trying to give more power to the middle class. The goals were the same at all levels, but the means were slightly different.