Look at Wikipedia's lists of things. For your particular examples:
https://en.wikipedia.org/wiki/List_of_sovereign_states
https://en.wikipedia.org/wiki/U.S._state
Some of them are quite meta, such as https://en.wikipedia.org/wiki/List_of_lists_of_lists
For a more structured source, Wikidata aims to be that, but I cannot comment on its completeness.