There is not a way to do this automatically, but you can do it manually. If address is in column A, city is in column B and state is in column C - put this formula in cell D1 and copy it down column D:
=A1& " " & B1& ", " &C1
This combine the values in the three columns, and put a space between address and city, and a comma and a space between city and state.
Once you have copied the formula down, select the cells in column D that have the formula, do a Copy, then from the main menu select Edit -> Paste Special..., select the Values option in the Paste section, and press OK.
Then you can delete columns A-C.
Hope this helps.