In this Letter, we report first exact volume-entangled Einstein-Podolsky-Rosen-type scar states hosted by PXP and related Hamiltonians corresponding to various geometric configurations of Rydberg-blockaded atom systems, including the most extensively studied ones such as the chain with periodic boundary conditions (PBCs) and square lattice. We start by introducing a new zero-energy eigenstate of the PBC chain and proceed by generalizing it to a wide variety of geometries and Hamiltonians. We point out the potential experimental relevance of our states by providing a protocol for their preparation on near-term Rydberg quantum devices, which relies only on strictly local measurements and evolution under native Hamiltonians. We also demonstrate the utility of these states for the study of quantum dynamics by describing a protocol for measuring infinite-temperature out-of-time-order correlator functions.