Use this just as an example if your data is all formatted very similarly. As Strager pointed out, in most cases there will be too much variation in data to use a regex effectively.
Assuming your input is of the format:
[Street Name], [State], [ZIP], [Country]
This regex will do the trick:
m/^(.+?),(.+?),([0-9]+),(.+)$/
But regular expressions are fairly complex. If you are going to use this for anything significant, I would suggest taking the time to learn them. I have always found the "Regular Expressions Cheat Sheet" very useful.