I'm always annoyed by forms that make "state" a required field. Yes, my country does have provinces, but they're utterly irrelevant to any kind of address or other info.
I live in Shanghai. China does have provinces, and they show up in your address. Shanghai isn't part of one; it's its own division of equal rank. Amazon requires a "state", though, so I had to have things sent to myself at <street>, Shanghai, Shanghai China.