State

a nation or territory considered as an organized political community under one government.

"Germany, Italy, and other European states"

State was more commonly used in place of country in the past hence the reason it was used with the formation of the USA. Many countries in the North American continent teamed up and formed a union to protect against Europeans, now this union had grown and a lot of the uniqueness has left but each state is still it's own and has it's own constitution that governs it. The current EU is similar to the early USA and over time will likely become more homogenous.

Edit: The USA still currently uses the word state in place of country in lots of its news broadcasts.

Then let's just list the EU... each state is a different country. The laws, food, culture, architecture even holidays change from state to state.