diff --git a/homeassistant/core.py b/homeassistant/core.py
index 89269ae9158..bd596780759 100644
--- a/homeassistant/core.py
+++ b/homeassistant/core.py
@@ -1261,7 +1261,7 @@ class State:
                 "State max length is 255 characters."
             )
 
-        self.entity_id = entity_id.lower()
+        self.entity_id = entity_id
         self.state = state
         self.attributes = ReadOnlyDict(attributes or {})
         self.last_updated = last_updated or dt_util.utcnow()
@@ -1412,11 +1412,12 @@ class State:
 class StateMachine:
     """Helper class that tracks the state of different entities."""
 
-    __slots__ = ("_states", "_reservations", "_bus", "_loop")
+    __slots__ = ("_states", "_domain_index", "_reservations", "_bus", "_loop")
 
     def __init__(self, bus: EventBus, loop: asyncio.events.AbstractEventLoop) -> None:
         """Initialize state machine."""
         self._states: dict[str, State] = {}
+        self._domain_index: dict[str, dict[str, State]] = {}
         self._reservations: set[str] = set()
         self._bus = bus
         self._loop = loop
@@ -1440,13 +1441,13 @@ class StateMachine:
             return list(self._states)
 
         if isinstance(domain_filter, str):
-            domain_filter = (domain_filter.lower(),)
+            return list(self._domain_index.get(domain_filter.lower(), ()))
 
-        return [
-            state.entity_id
-            for state in self._states.values()
-            if state.domain in domain_filter
-        ]
+        states: list[str] = []
+        for domain in domain_filter:
+            if domain_index := self._domain_index.get(domain):
+                states.extend(domain_index)
+        return states
 
     @callback
     def async_entity_ids_count(
@@ -1460,11 +1461,9 @@ class StateMachine:
             return len(self._states)
 
         if isinstance(domain_filter, str):
-            domain_filter = (domain_filter.lower(),)
+            return len(self._domain_index.get(domain_filter.lower(), ()))
 
-        return len(
-            [None for state in self._states.values() if state.domain in domain_filter]
-        )
+        return sum(len(self._domain_index.get(domain, ())) for domain in domain_filter)
 
     def all(self, domain_filter: str | Iterable[str] | None = None) -> list[State]:
         """Create a list of all states."""
@@ -1484,11 +1483,13 @@ class StateMachine:
             return list(self._states.values())
 
         if isinstance(domain_filter, str):
-            domain_filter = (domain_filter.lower(),)
+            return list(self._domain_index.get(domain_filter.lower(), {}).values())
 
-        return [
-            state for state in self._states.values() if state.domain in domain_filter
-        ]
+        states: list[State] = []
+        for domain in domain_filter:
+            if domain_index := self._domain_index.get(domain):
+                states.extend(domain_index.values())
+        return states
 
     def get(self, entity_id: str) -> State | None:
         """Retrieve state of entity_id or None if not found.
@@ -1524,13 +1525,12 @@ class StateMachine:
         """
         entity_id = entity_id.lower()
         old_state = self._states.pop(entity_id, None)
-
-        if entity_id in self._reservations:
-            self._reservations.remove(entity_id)
+        self._reservations.discard(entity_id)
 
         if old_state is None:
             return False
 
+        self._domain_index[old_state.domain].pop(entity_id)
         old_state.expire()
         self._bus.async_fire(
             EVENT_STATE_CHANGED,
@@ -1652,6 +1652,10 @@ class StateMachine:
         if old_state is not None:
             old_state.expire()
         self._states[entity_id] = state
+        if not (domain_index := self._domain_index.get(state.domain)):
+            domain_index = {}
+            self._domain_index[state.domain] = domain_index
+        domain_index[entity_id] = state
         self._bus.async_fire(
             EVENT_STATE_CHANGED,
             {"entity_id": entity_id, "old_state": old_state, "new_state": state},
diff --git a/tests/test_core.py b/tests/test_core.py
index 4f7916e757b..f4a80468050 100644
--- a/tests/test_core.py
+++ b/tests/test_core.py
@@ -1938,6 +1938,7 @@ async def test_async_entity_ids_count(hass: HomeAssistant) -> None:
 
     assert hass.states.async_entity_ids_count() == 5
     assert hass.states.async_entity_ids_count("light") == 3
+    assert hass.states.async_entity_ids_count({"light", "vacuum"}) == 4
 
 
 async def test_hassjob_forbid_coroutine() -> None: