Active Commerce ships with a set of pre-populated countries, which are found in the Active Commerce website branch template (/sitecore/templates/Branches/ActiveCommerce/Active Commerce Website Branch/$name/Business Catalog/Countries). However, only the United States and Canada have their states/provinces populated.
If you require a more complete set of states/provinces for other countries, you can find a JSON or CSV data source (such as this one), and use Sitecore PowerShell Extensions to import them fairly easily.
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