I do not know if it was mentionned but you should sort the original list at some point. This way the items will appear in ascending order. Typing each item manually (separated by a comma) is hard to manage.

Definitely the best way to do this is by typing your list in a separate sheet then highlight it and type a name in the Name box (for example State).Finally sort the list in ascending order.

Once this is done in the Validation Source hit the F3 key to list all the range names and select the correct one.

If you need to add a new entry insert a cell within the original list (not at the end), type the new entry then sort it again. Everywhere where the list exist in the workbook will be automatically updated.

Cheers