When a geographical name or location has two or more parts to it, use a comma after each different type of part. A second comma follows the last item, unless it comes at the end of the sentence.

Incorrect: I meant Pittsburg Kansas instead of Pittsburgh Pennsylvania.
(Commas needed to separate city and state)
Incorrect: I meant Pittsburg, Kansas instead of Pittsburgh, Pennsylvania.
(Comma needed after last item, Kansas)

Correct: I meant Pittsburg, Kansas, instead of Pittsburgh, Pennsylvania.

If the parts are joined by a preposition, no comma is needed.

Incorrect: I meant Pittsburg, in Kansas, instead of Pittsburgh, in Pennsylvania.
Correct: I meant Pittsburg in Kansas instead of Pittsburgh in Pennsylvania.