The class of orthogonal relay channels in which the orthogonal channels connecting the source terminal to the relay and the destination, and the relay to the destination, depend on a state sequence, is considered. It is assumed that the state sequence is fully known at the destination, while it is not known at the source or the relay. The capacity of this class of relay channels is characterized, and shown to be achieved by the partial decode-compress-and-forward (pDCF) scheme. Then, the capacity of certain binary and Gaussian state-dependent orthogonal relay channels are studied in detail, and it is shown that the compress-and-forward (CF) and partial-decode-and-forward (pDF) schemes are suboptimal in general. To the best of our knowledge, this is the first single relay channel model for which the capacity is achieved by pDCF, while pDF and CF schemes are both suboptimal. Furthermore, it is shown that the capacity of the considered class of state-dependent orthogonal relay channels is in general below the cut-set bound. The conditions under which pDF or CF suffices to meet the cut-set bound, and hence, achieve the capacity, are also derived.