Hi Eileen,
You can do this with an Update Rule that uses a lookup table vs. a rule for each state value. I've provided a screenshot of the Update Rule configuration below. Select the field you want to update (in your case Country), select an update Action of "Overwrite value from Lookup Table Field", select a lookup field (in your case the field you are basing the Country on is State so select that field), then create a Lookup table that has the state values and the country values that correspond. Hope this helps! - E
