This post outlines the use of abbreviation to refer to geographical locations and other references to location. Note that in general, such references should be spelled out; abbreviation is usually reserved for when space is limited.
Some publications still use traditional abbreviations for states, such as Calif. and N.Y., but the trend is toward using postal symbols such as CA for abbreviation when necessary, as in bibliographies, lists, tables, and mailing addresses. When the older abbreviations are used, inclusion of periods for initials (as in N.Y.) is advised for consistency, but overall, the abbreviation style is not recommended. (However, when US is used as an adjective, no periods are necessary; the abbreviation should not be used at all as a noun.)
Whether a state or country name following a city name is abbreviated or spelled out, the state or country name should be punctuated before and after with commas: “San Diego, CA, is the second-largest city in the state.” In a reference to a street address, precede the state abbreviation with a comma, but do not insert a second comma between the abbreviation and the ZIP code: “123 Main Street, Anytown, CA 54321.” (By the way, ZIP is an acronym standing for “Zone Improvement Plan.”)
When a compass point is designated in a street address, follow a single-letter abbreviation with a period (as in “E. Main Street”), but do not punctuate a two-letter abbreviation or separate the street name from an abbreviation that follows (as in “First Street NW”). Compass points described in isolation are generally spelled out (for example, northwest), but in technical contexts, they may be abbreviated as they are in addresses.
For locations with words such as fort, mount, and saint in the name, consult a geographical dictionary or an official printed or online resource about the location to determine whether to spell out or abbreviate the word. However, the Spanish equivalents of saint, San and Santa, are never abbreviated.