To add list of state as dropdown in Address Field, please call following script under API/Code> Javascript .
If you know javascript, you can customize list of state as per your country if you are out of US.
/*-------------------script start --------------------------*/
$(document).on('knack-view-render.any'
, function(event, view, data) {
//adding state dropdown
var sl = $('<select id=slstate style="width:38px"><option value=""></option><option value=AK>AK</option><option value=AL>AL</option><option value=AR>AR</option><option value=AZ>AZ</option><option value=CA>CA</option><option value=CO>CO</option><option value=CT>CT</option><option value=DE>DE</option><option value=FL>FL</option><option value=GA>GA</option><option value=HI>HI</option><option value=IA>IA</option><option value=ID>ID</option><option value=IL>IL</option><option value=IN>IN</option><option value=KS>KS</option><option value=KY>KY</option><option value=LA>LA</option><option value=MA>MA</option><option value=MD>MD</option><option value=ME>ME</option><option value=MI>MI</option><option value=MN>MN</option><option value=MO>MO</option><option value=MS>MS</option><option value=MT>MT</option><option value=NC>NC</option><option value=ND>ND</option><option value=NE>NE</option><option value=NH>NH</option><option value=NJ>NJ</option><option value=NM>NM</option><option value=NV>NV</option><option value=NY>NY</option><option value=OH>OH</option><option value=OK>OK</option><option value=OR>OR</option><option value=PA>PA</option><option value=RI>RI</option><option value=SC>SC</option><option value=SD>SD</option><option value=TN>TN</option><option value=TX>TX</option><option value=UT>UT</option><option value=VA>VA</option><option value=VT>VT</option><option value=WA>WA</option><option value=WI>WI</option><option value=WV>WV</option><option value=WY>WY</option></select>').on('change',function(){Knack.$('input#state').val(this.value);});
var tsl = $('#'+view.key + ' input#state');
sl.val(tsl.val());
tsl.hide().after(sl);
});
/*-------script end--------------*/