Ok, the best approach would probably be something like this:
tblProvider: ProviderID, CountryID, RegionID, StateID, CityID, Name, Address etc...
tblCountry: CountryID, Name
tblRegion: RegionID, CountryID, Name
tblState: StateID, RegionID, CountryID, Name
tblCity: CityID, StateID, RegionID...