Yes, you can customize the "State" field by adding to the existing list if you wish, or you can overwrite the US States and update it with new field values which apply to your country.. You can also add custom fields or remove fields altogether using the Custom forms and fields feature of ClassiPress. This is all done via the ClassiPress admin dashboard so no code change is required.
look Carlos ! unfortunately u (as webmaster) must set all items for cities and countries ! I have bought CP but set the countries and cities manually ! have to say that users have to suffer from mis-functionality of the city and country drop-downs ! ie city field doesn't automatically change as u change the country ! any way there r many useful functions in CP which worth to modify it and use it !