Hi Rashida, thank you for your answer.
It seems I did me misunderstood. Let me explain further.
At the Checkout page, in the Shipping Address, you CAN'T select a country that is not part of the list that I formerly defined in the Shipping settings of the Store...
Thus my question is: do I have to set up all countries in the world to allow a potential new client to order?
In your example, you consider USA, that are a federal country with many states in it. But this situation is rare elsewhere in the world...
I can set up all countries in Europe, but there are about 200 countries all around the world......
Well what solution do you recommend?