Are you using an ADDRESSBLOCK field to insert your data, or individual
fields?

If you are using an ADDRESSBLOCK field then use Alt-F9 to reveal what is
inside the ADDRESSBLOCK field. You will see something like

{ ADDRESSBLOCK blah
blah
blah

What this means is

If the City is non-blank, insert it, otherwise insert nothing
If the State is non-blank, insert ", State", otherwise insert nothing
If the Postal code is non-blank, insert " Postal", otherwise insert nothing.

In other words, if your City is /blank/ but the State is non-blank, you will
see something like

, State Zip

which sounds very similar to what you are seeing. Now if what you are
actually seeing is a City name, then it may be because Word is "matching"
fields in a different way from what you expect (right-click on the Address
Block field, click the Edit option, click the Match fields button and have a
look). Or it may be because the data is not arriving in the expected
columns. - in my experience, that can happen if your Excel fields have
double-quote characters in them (e.g. in addresses or to denote "inches".).

/If/ that is what is happening, you will probably need to fix your data. Or
you could use individual fields rather than an address block. But that's a
bit more complicated...

--
Peter Jamieson - Word MVP