Lots of countries have states, so the answer depends on which country's states you are referring to.
Afghanistan, Albania, Armenia, Azerbaijan, Angola, Argentina, Australia, Austria, Antigua, Andorra, Algeria.The English names of some countries have a capital A in one of the words of their names, for example the United ArabEmirates or the United States of America.
9/50 of state names include two words. The states are:North and South CarolinaWest VirginiaNorth and South DakotaRhode IslandNew MexicoNew YorkNew Hampshire
No U.S. states have four words in their names.
The state capital's capitol building is an iconic landmark in the city.
The words that should start with a capital letter are places, names, important words in a title, and the letter at the start of a sentence.
Uruguay and Utah begin with a capital letter. Names such as Upton, Urban and Ulrich also begin with a capital letter.
Massachusetts, Mississippi, New Hampshire and West Virginia are examples of states with compound words in their names.
Rio de Janeiro
Sante Fe, New Mexico
The majority of state names are derived from Native American words (23). Other etymologies include Latin (7), English (5), Spanish (5), French (3), and Hawaiian (1). The remaining states' (7) etymologies are undetermined.
The U.S. does not have any states with more than two words in their names. The only states with three words in each of their names are:New South Wales, AustraliaRio de Janeiro, BrazilNorth Rhine-Westphalia, GermanyFree Hanseatic Bremen, GermanyJammu and Kashmir, IndiaBaja California Sur, MexicoSan Luis Potosi, Mexico