To correct this problem follow the steps below:
1) To find what other countries have the duplicate states as an entry, select each iteration of the state from the state drop down and display the country in the Results fields to display.
2) In order to delete the unwanted state entries, update the constituent records and select the correct entry for the states so that they the right country.
3) Go to Administration > Countries and States
4) Now that records no longer have the incorrect state entries, delete the duplicate state entries from the countries they are associated with.
Steps to Duplicate1) Add a constituent query
2) Use the filter to include records where Addresses\States is equal to - and notice that some states have duplicate entries in the list.