State of the State address

The State of the State Address is a speech customarily given once each year by the governors of each of the states of the United States (although the terminology for this speech differs for some states: in Iowa, the speech is called the Condition of the State Address; in Kentucky, Massachusetts, Pennsylvania, and Virginia it is called the State of the Commonwealth Address.).  The speech is customarily delivered before both houses of the state legislature sitting in joint session, with the exception of the Nebraska Legislature, which is a unicameral body.  The speech is given to satisfy a constitutional stipulation that a governor must report annually, or in older constitutions described as being "from time to time", on the state or condition of a U.S. state. 
The potentially unclear name reflects the dual meanings of the word "state"; the first refers to the general condition of a thing, and the second refers to the political conception of a state. 
There are also many cities in the United States in which the mayor gives a State of the City address. Some American counties have county executives give a State of the County/Parish address, though these are much more rare.
The analogous address given by the President of the United States is known as the State of the Union address.