Upgrade from 5.11.0 to 5.12. failing database update - solution found
It was my table and column collation settings. Both were latin1_swedish_ci. Evidently this collation does not support the weirdo characters those foreigners use ;^).

I rolled the database back using the backup I made (ALWAYS glad I make a backup before upgrading!!!). Then using phpMyAdmin I edited the table civicrm_state_province to have a collation of utf8_general_ci. I then re-upgraded the civicrm installation and all went well.