See also another link http://www.dak-tek.dakotta.com/Country_City_State_List.htm to buy from.

Not all countries use the concept of 'State'. If you are trying to capture an address then you may also need to allow for a ZIP/Postcode column in your database and the format of this varies widely Something like NVARCHAR(20) will probably be ok.

This information also changes from time to time. How will you know when it changes?

You might need to think about DateValidFrom and DateValidTo columns to preserve old values.