It varies by state. In California, for example, all Off Highway Vehicles must have the appropriate "red" or "green" sticker and will have a "pink slip" (Title).
According the AMA website, Oregon also requires OHVs to be registered and they will have a Title.
In such a state this is normally taken care of for you when you buy a vehicle new from a dealer. If you buy used, however, it is common to find bikes that either have been brought in from another state or for some reason were never properly registered. I can tell you first hand that in California this can be corrected but it does require some paper work and multiple trips to the DMV.
Rod