List of countries and their states in wordpress

Solution:

There is a folder called i18n and in that folder there is another folder called states, which contains a list of files. Add your file there as HN.php with a list of the states you want shown e.g.:

<?php
/**
 * Honduras
 *
 * @author      WooThemes
 * @category    i18n
 * @package     WooCommerce/i18n
 * @version     2.0.0
 */
global $states;

$states['HN'] = array(
'AA' => __( 'Some state', 'woocommerce' ),
);