I have a variable which contains the following string: AL,CA,TN,VA,NY
I have no control over what I get in that variable (comes from reporting services)
I
For a more generic answer, when you don't know what your output will look like exactly, use regular expressions.
This would let you you match on something like [A-Z]{2} and replace it with '$&'.
A commenter suggested this is overkill for this task - agreed, if you can guarantee you will always get a string like that. However, other people find these question pages later with similar, but not exact, problems, so other options are helpful to have.