First we want to have the array of States in our code. See Below.

$states = array("AK","AL","AR","AZ","CA","CO","CT","DC","DE","FL","GA","HI","IA","ID",
"IL","IN","KS","KY","LA","MA","MD","ME","MI","MN","MO","MS","MT","NC","ND","NE","NH",
"NJ","NM","NV","NY","OH","OK","OR","PA","RI","SC","SD","TN","TX","UT","VA","VT","WA",
"WI","WV","WY");

Then you want to create the list (select list options). Above is the simplest way of creating a state array, but right now the key of each array is 0, 1, 2. This is not what we want, we want the key and value of the array to be the same. So this next line fixes just that.