PeroK said:
Neither single particle has a state when the two-particle state is entangled. That is, more or less, the definition of entanglement.
This is also very misleading popular-science talk. Right is that the single-particle state in a two-particle system that is in an entangled pure state is in a mixed state.
To understand this we must be a bit more precise. The state of a quantum system is described by a statistical operator ##\hat{\rho}##, i.e., a positive semidefinite self-adjoint operator with ##\mathrm{Tr} \hat{\rho}=1##. The state is a pure state if and only if there's a normalized vector ##\Psi## rangle such that ##\hat{\rho}=|\Psi \rangle \langle \Psi |.##
Now take an arbitrary state ##\hat{\rho}## of a two-particle system. Then the state of one of the particles is defined as the socalled reduced state. To define it let ##|a,b \rangle## be an arbitrary product basis of the two-particle Hilbert space. Then the reduced state of particle 1 is
$$\hat{\rho}_1 = \sum_{a,a',b} |a \rangle \langle a,b|\hat{\rho}|a',b \rangle \langle a'|.$$
Now take as an example two spins as above and consider the entangled state defined as ##\hat{\rho}=|\Psi \rangle \langle \Psi |##
$$|\Psi \rangle =\frac{1}{\sqrt{2}} (|\uparrow,\uparrow \rangle + |\downarrow,\downarrow \rangle).$$
Then
$$\hat{\rho}_1 = \sum_{a,a',b} |a \rangle \langle a'| \langle a,b|\Psi \rangle \langle \Psi|a',b \rangle.$$
Now
$$\langle a,b|\Psi \rangle=\frac{1}{\sqrt{2}} (\delta_{a,\uparrow} \delta_{b,\uparrow} + \delta_{a,\downarrow} \delta_{b,\downarrow}.$$
This leads to
$$\sum_b \langle a,b|\Psi \rangle \langle \Psi|a',b \rangle = \frac{1}{2} (\delta_{a,\uparrow} \delta_{a',\uparrow} + \delta_{a,\downarrow}{a',\downarrow})),$$
and thus finally
$$\hat{\rho}_1=\frac{1}{2} (|\uparrow \rangle \langle \uparrow | + |\downarrow \rangle \langle \downarrow|=\frac{1}{2} \hat{1}.$$
The spin state of particle 1 is thus completely undetermined, i.e., it's an unpolarized particle.