TL;DR Yes, you need low oxidation states unless there is a significant $\ce{M\bond{->}L}$ σ contribution to the bonding.
There are a few kinds of π acceptor ligands to distinguish between. These classifications are quite arbitrary and the line is not always clear, but their behaviour is sufficiently different and it is hopefully an instructive endeavour.
Firstly you have ligands which are mostly σ donors, but are also capable of acting as π acceptors, albeit weak ones. Two common examples are the cyanide anion and alkyl phosphines. Because the $\ce{M-L}$ bond is mostly donation from ligand to metal, you don't necessarily need particularly low oxidation states for these complexes to form: so $\ce{[Fe(CN)6]^3-}$ is OK despite having a relatively high oxidation state of iron, $\ce{Fe(III)}$.
Next up you have ligands which are poor σ donors and pretty good π acceptors. Carbon monoxide falls into this category: it is not really all that good a σ donor and backbonding is often required for a stable $\ce{M-L}$ bond to be formed (for some exceptions, google "non-classical carbonyl complexes"). Effective backbonding, in turn, requires high-energy d electrons on the metal. So, this usually precludes higher oxidation states. Many metal carbonyls have the metal in a negative oxidation state or zero, and $\ce{[Fe(CO)6]^3+}$ most certainly doesn't exist.
Lastly you have weird ligands such as $\ce{BF3}$ which are both σ and π acceptors. In the case of $\ce{BF3}$, it is a σ acceptor via the empty p orbital on boron, and a π acceptor via the $\ce{B-F}$ σ* orbitals. These are pretty obscure - I have never heard of them before - and are called Z-ligands (Wikipedia). Obviously any bond that forms must involve significant contribution of electron density from the metal. It turns out that as of 2011 there were no examples of unsupported $\ce{M-BF3}$ bonding,1 but there are quite a few examples of similar molecules $\ce{EX3}$ where $\ce{E}$ is a heavier Group 13 element.
In all these cases the metal fragment is very electron-rich and is again in a low oxidation state (zero or negative). I am sure the electron density on the metal required for these to form are even stricter than for carbonyls; otherwise we would undoubtedly have heard about $\ce{[M_pZ_q]}$ complexes, since there are already lots of $\ce{[M_p(CO)_q]}$ carbonyls known.
Reference
- Amgoune, A.; Bourissou, D. σ-acceptor, Z-type ligands for transition metals. Chem. Commun. 2011, 47 (3), 859–871. DOI: 10.1039/C0CC04109B.