We experimentally obtain cylindrical vector beams (CVBs) in a passively mode-locked fiber laser based on nonlinear polarization rotation. A mode-selective coupler composed of both a single-mode fiber (SMF) and a two-mode fiber (TMF) is incorporated into the cavity to act as a mode converter from LP01 mode to LP11 mode with broad spectral bandwidth. CVBs in different mode-locked states including single-pulse, multi-pulse, and bound pulse are obtained, for the first time to our best knowledge. The ultrafast CVBs with different operation states have potential applications in many fields such as laser beam machining, nanoparticle manipulation, and so on.