For future reference: all the countries of the world as a MySQL table export file. Now I need to find a similar list of US States, as well as convert scripts from MySQL to Microsoft SQL Server.
Adding location data to an (admittedly US-centric) application isn't as hard as I thought. The standard set of data about countries of the world and their timezones have nice and neat ISO variants. Three tables, one of US States, one of countries of the world, and lastly a table of all the timezones are enough to add a good chunk of location information to your existing data. The weird part is that it wasn't easy to find this data online. You'd figure standard installs of any flavor of database would eventually require them. It's a shame there isn't an instant and easy way to update standard tables of common data for databases. It'd be great if there was something like the perl PPM system that allowed for network updates of common packages.
(thanks to some googling for MS SQL tips, here's my country list in MS SQL format, and thanks to Anil Dash for providing a MySQL state list, here's a converted to MS SQL format of all US States)