It looks like the data type is string. You're going to have to go the data tab and use 'Split' to split out the state from the city. It also looks like this data is going to need some cleaning.
Since you asked about R elsewhere, if Tableau is giving you trouble, just do the splitting (and obviously the cleaning) in R. (However Tableau's Split 'function' is pretty good).
Then change the data type to City and State under geographic role:
PS: to talk on your text analysis point from other point- Tableau is integrating with Python soon. Coming Soon and I'm a python junky when it comes to text analysis. Might be worth a shot to check out.