city is "ciudad", state is "estado"
No state is named after a Spanish city.
El estado de Kansas would be the best way to say "The state of Kansas" in Spanish.
You would say de la ciudad
Ciudad Guatemala
ciudad grande
Ciudad capital.
Alejandría, as in the city in Egypt.
Yendo a estados
"Vida en Ciudad de México" means "Life in Mexico City," in Spanish.
Extrañamos la ciudad.
autobus municipal/urbano
Ciudad del Vaticano