Views: redirect to default value URL
In the view, set the path to company/affiliates and the contextual filter to taxonomy ID (or whatever) and set the default value to type fixed value of Oregon. So company/affiliates goes to the Oregon page but company/affiliates/New-York goes to the New York page and company/affiliates/Massachusetts goes to the Massachusetts page while after all that the plain company/affiliates and company/affiliates/Oregon goes back to the Oregon page.