PROVINCES = (
    ("AB", "Alberta"),
    ("BC", "British Columbia"),
    # ... snip ...
)
STATES = (
    ("AL", "Alabama"),
    ("AK", "Alaska"),
    ("AZ", "Arizona"),
    # ... snip ...
)
PROVINCES_AND_STATES = (
    ("Canada - Provinces", PROVINCES),
    ("USA - States", STATES),
)

class Address(models.Model):
    # ... snip ...
    province_state = MultiSelectField(
        _('Province or State'), max_length=2, choices=PROVINCES_AND_STATES)
    # ... snip ...