If that link doesn't work, search for 'states' under data tables from the console (http://developer.yahoo.com/yql/console/), click on geo.states, then click on the Test button.
Am I using an outdated datasource? API? Since it's in the yahoo console, I'm hoping that it will continue to be supported.
The geo.states table requires a country name, code, or WOEID to be provided as place in the where clause. North America is a continent name. The following request will return the states in the United States: