By creating a US States Custom Field you would be able to collect in which US state your subscriber's resides in through your Subscription Form.
To create a US States Custom Field, follow the steps below :
Click on "Custom Fields"
Click on "Presets"
3.1 Click on the "Preset" dropdown box and select "U.S. states"
3.2 Click "Copy"
Your US States custom field has been created, now when you create your subscription form you can add the field to your subscription form to collect in which US state your subscribers resides in.