I have compiled a list of country codes (from iso3166) and state/region/province lists for as many countries as I could find, alongwith whether they are states, regions or provinces.
These have been useful to me in the past, and I figure that they'll be useful to others too. That, and I don't feel like making backups.
So, go ahead and download it and make local copies, it's available at http://db.ilug-bom.org.in/lug-authors/philip/
If you think you have some updates to provide, mail them in and I'll be happy to include them after verification.
I believe the CIA has a more comprehensive list than I do, but then I don't have the resources that they do. Also, not sure if using their info is allowed. Advice?
Philip
PS: how many people think that this would be good as a sourceforge project. Not just the lists, but also sample code in a variety of languages to use these lists in your application. I already have code for java and perl.