Answer:
A hill full, a hole full; yet you cannot catch a bowl full. What is it?
A morbidly-named body of water
What contains zero calories, but if you consume it, you will probably gain weight?
In your fire you hear me scream, creaking and whining, yet I am dead before you lay me in your hearth.
A red drum which sounds without being touched, and grows silent, when it is touched.
They are many and one, they wave and they drum, Used to cover a state, they go with you everywhere.