How to relate Agencies at the State, County, and Local Government levels
Is there anything wrong with having one table for agencies and a column for the agency name and three columns for governments. State, county and locality. Assuming this is a national database, the government tables look OK.

This way if you wanted every county agency in Florida you would select where state is Florida and county_id is not null and locality_id is null or something like that. Or use blanks instead of NULL.