cf-civicrm State/Province field dropdown not populating after country is chosen
This type of problem commonly occurs when any of these is true:

No default country is set
No default state is set
Available countries is not set - list on right-hand side is empty
Available states is not set - list on right-hand side is empty

Check your CiviCRM Localisation Settings. Below is a screenshot of a working configuration for a site in Australia that allows both Australia and USA country/state options to be selected.