In NY you have to sign a waiver. I had all the infectious diseases done because I was doing fertility treatments.
In Missouri, you have to sign a waiver as well. They also explain it to you. I don't think any state can test you for HIV without your permission. Definately ask if you want to be tested for it.
They asked me if I wanted to be tested and I said no, b/c I didn't want to pay for it, but I believe you do have to sign a waiver or at least give consent of some form. So like the others said ask for it. (Ohio)
In NC they require you to do it, but you also sign a waiver. Of course, it could have just been my doc that requires it. They do it because there is something they can do to help the baby from getting it from the mom during delivery.