When you register, you have to say which country you live in then which "State or Province" you live in. But what if you live in a country that doesn't have states or provinces?
I live in the UK so in the end I just put "England" for my "State or Province". But still, at least that was accepted - I have in the past tried to register for sites that insisted on a US format zip code and when I tried to enter a British postal code (our equivalent), it wouldn't accept it as British postal codes are in a different format. I never went back to that site in the end. :-)