How do you output taxonomy terms and the fields thats attached to it?
You just need to add these 2 fields to your view (and remove the "all taxonomy terms" field you've already added):

 Taxonomy term: Name

 Taxonomy term: City


Your precise field names may vary.

I was able to do a test view like this and State and City display OK.

I'm not doing any fancy relationships or anything with the view. If you don't see these fields as options, it may be we have different modules, but I'm also Drupal 7 views 3.