Here is what I know about New York State. It may also apply to other states and cities that levy a tax on income earned within their jurisdictions.
Income earned within New York State must be reported and may be subject to a State income tax. Further, any income earned within the cities of New York, and Yonkers must also be reported and they, too, may be subject to an additional (city) income tax.
I suggest you explore the tax and licensing requirements in every municipality in which you conduct your soccer camps.