I have had to separate  City and State before, and this is the code  that
I have used. Hopefully it will help  you get going:

Sub IdentifyState()
Dim strCell As String
Dim strState As String
Do While ActiveCell.Value <> ""
strCell = ActiveCell.Value
ActiveCell.Offset(0, 1).Range("A1").Select
strState = Right(strCell, 2)
ActiveCell.FormulaR1C1 = strState
ActiveCell.Offset(1, -1).Range("a1").Select
Loop

End Sub